Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies
Year of publication: |
1997
|
---|---|
Authors: | Jong, Abe De ; Roon, Frans De ; Veld, Chris |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 17.1997, 7, p. 817-837
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Jong, Abe de, (1997)
-
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de, (1995)
-
Jong, Abe De, (1997)
- More ...