Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation : foreign currency futures
Year of publication: |
1989
|
---|---|
Authors: | Herbst, Anthony F. |
Other Persons: | Kare, Dilip D. (contributor) ; Caples, Stephen C. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 9.1989, 3, p. 185-197
|
Subject: | Währungsderivat | Currency derivative | Hedging | Zeitreihenanalyse | Time series analysis | USA | United States | 1982-1984 |
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