Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Abe De Jong ; Frans De Roon ; Chris Veld
| Year of publication: |
1997
|
|---|---|
| Authors: | Jong, Abe de |
| Other Persons: | Roon, Frans de (contributor) ; Veld, Chris H. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 7, p. 817-837
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| Subject: | Währungsderivat | Currency derivative | Währungsmanagement | Foreign exchange management | Hedging | USA | United States | 1976-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001228460