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Exports and hedging exchange rate risks : the multi-country case
Adam-Müller, Axel F. A. - In: The journal of futures markets 20 (2000) 9, pp. 843-864
Persistent link: https://www.econbiz.de/10001525969
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Hedging multiple price and quantity exposures
Giaccotto, Carmelo; Hegde, Shantaram P.; McDermott, John B. - In: The journal of futures markets 21 (2001) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10001542994
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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
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A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
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A note on exports and hedging exchange rate risks : the multi-country case
Kit, Pong Wong - In: The journal of futures markets 33 (2013) 12, pp. 1191-1196
Persistent link: https://www.econbiz.de/10010209065
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Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong - In: The journal of futures markets 37 (2017) 2, pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
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Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394
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Do S&P 500 index options violate the martingale restriction?
Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 19 (1999) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.; Bierwag, Gerald O. - In: The journal of futures markets 19 (1999) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001377950