Hedging foreign currency portfolios

Journal of Empirical Finance

Volumn 5, Issue 3, 1998, Pages 197-220

  Gagnon, Louis ^a   Lypny, Gregory J ^b   McCurdy, Thomas H ^c  

^a QUEEN S UNIVERSITY   (Canada)

^b Gina Cody School of Engineering and Computer Science   (Canada)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0006968591     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00018-2     Document Type: Article

References (29)

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