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Single and multiple portfolio cross-hedging with currency futures
DeMaskey, Andrea L., (1997)
Exchange rate changes, forward markets, and export prices
Kwak, Rosung, (1991)
The hedging effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman, (1990)
Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation : foreign currency futures
Herbst, Anthony F., (1989)
A redetermination of hedging strategies using foreign currency futures contracts and forward markets
Herbst, Anthony F., (1992)
A comparison of the currency forward markets and the currency futures markets for hedging foreign currency risk
Caples, Stephen C., (1985)