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~person:"Roon, Frans de"
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Roon, Frans de
Broll, Udo
59
Zilcha, Itzhak
27
Wahl, Jack E.
25
Taylor, Mark P.
21
Baba, Naohiko
17
Bernoth, Kerstin
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Hagen, Jürgen von
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Vries, Casper G. de
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Discussion paper / Center for Economic Research, Tilburg University
3
The journal of futures markets
2
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
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1
Currency hedging for international stock portfolios : the usefulness of mean-variance analysis
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 327-349
Persistent link: https://www.econbiz.de/10001721811
Saved in:
2
Currency hedging for international stock portfolios : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1999
Persistent link: https://www.econbiz.de/10001450569
Saved in:
3
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
Saved in:
4
Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Jong, Abe de
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 817-837
Persistent link: https://www.econbiz.de/10001228460
Saved in:
5
Risk premia in the ruble-dollar futures market
Pereseckij, Anatolij A.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 191-214
Persistent link: https://www.econbiz.de/10001218564
Saved in:
6
Pricing term structure risk in futures markets
Nijman, Theodore E.
;
Roon, Frans de
;
Veld, Chris H.
-
1996
Persistent link: https://www.econbiz.de/10000944055
Saved in:
7
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de
;
Roon, Frans de
;
Veld, Chris H.
-
1995
Persistent link: https://www.econbiz.de/10000926875
Saved in:
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