Hedge period length and ex-ante futures hedging effectiveness : the case of foreign-exchange risk cross hedges
Year of publication: |
1992
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Authors: | Benet, Bruce A. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 2, p. 163-175
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Subject: | Hedging | Währungsderivat | Currency derivative | 1973-1985 |
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