Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies

Journal of Futures Markets

Volumn 17, Issue 7, 1997, Pages 817-837

  De Jong, Abe ^a   De Roon, Frans ^b   Veld, Chris ^a  

^a TILBURG UNIVERSITY   (Netherlands)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031495504     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199710)17:7<817::AID-FUT5>3.0.CO;2-Q     Document Type: Article

References (15)

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