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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
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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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
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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
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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
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Currency hedging for international stock portfolios : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 2000
Persistent link: https://www.econbiz.de/10001600551
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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
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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