Currency risk hedging: Futures vs. forward

Journal of Banking and Finance

Volumn 22, Issue 1, 1998, Pages 61-81

  Lioui, Abraham ^a  

^a BAR ILAN UNIVERSITY   (Israel)

Author keywords

Continuous time; G11; G13; G15; Hedging effectiveness; Marking to market; Martingale approach

Indexed keywords

EID: 0040675058     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00039-3     Document Type: Article

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