Search Results - person:"DeMaskey, Andrea"

Single and Multiple Portfolio Cross-Hedging with Currency Futures

DeMaskey, Andrea L. - 2016

This article presents empirical evidence on the effectiveness of currency futures cross-hedging with the portfolio model. Single and multiple crosshedges for three minor European and three minor Asian currencies are examined. The performance of the cross-hedged portfolios is measured in terms of...

Persistent link: https://www.econbiz.de/10013004205

The role of the region and country of origin on the initial and aftermarket performance of ADR IPOs

DeMaskey, Andrea L.; Olson, Gerard T. - In: Journal of transnational management : the official … 11 (2006) 3, pp. 39-60

Persistent link: https://www.econbiz.de/10003399238

Currency hedging using the mean-Gini framework

Shaffer, David Reed; DeMaskey, Andrea L. - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 125-137

Persistent link: https://www.econbiz.de/10003124766

Benefits from Asia-Pacific mutual fund investments with currency hedging

DeMaskey, Andrea L.; Dellva, Wilfred L.; Heck, Jean L. - In: Review of quantitative finance and accounting 21 (2003) 1, pp. 49-64

Persistent link: https://www.econbiz.de/10001787754

Hedging Latin-American Mutual Fund investments with futures in major currencies

DeMaskey, Andrea L.; Dellva, Wilfred L. - In: Journal of emerging markets 5 (2000) 3, pp. 27-45

Persistent link: https://www.econbiz.de/10001573771

Commodity and currency futures cross-hedging of ASEAN currency exposures

DeMaskey, Andrea L.; Pearce, John A. - In: Journal of transnational management development 4 (1998) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10001529115

Put-call-forward exchange parity and the implied riskfree rate

DeMaskey, Andrea L.; Heck, Jean L. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 71-84

Persistent link: https://www.econbiz.de/10001404489

Using derivatives in major currencies for cross‐hedging currency risks in Asian emergency markets

Aggarwal, Raj; Demaskey, Andrea L. - In: Journal of Futures Markets 17 (1997) 7, pp. 781-796

Persistent link: https://www.econbiz.de/10011197416

Single and Multiple Portfolio Cross-Hedging with Currency Futures

DeMaskey, Andrea L. - In: Multinational Finance Journal 1 (1997) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10010937180

Single and multiple portfolio cross-hedging with currency futures

DeMaskey, Andrea L. - In: Multinational finance journal : MF ; quarterly … 1 (1997) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10001443875