Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation: Foreign currency futures
| Year of publication: |
1989
|
|---|---|
| Authors: | Herbst, A. F. ; Kare, D. D. ; Caples, S. C. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 9.1989, 3, p. 185-197
|
| Publisher: |
John Wiley & Sons, Ltd. |