Currency hedging with options and futures

European Economic Review

Volumn 47, Issue 5, 2003, Pages 833-839

  Wong, Kit Pong ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Currency futures; Currency options; Multiple sources of risk; Prudence

Indexed keywords

COMPETITIVENESS; CURRENCY MARKET; EXCHANGE RATE; PRICE DYNAMICS;

EID: 0141563568     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(02)00287-8     Document Type: Article

References (6)

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4. Kimball M.S. Standard risk aversion Econometrica 61 1993 589-611
5. Moschini G. Lapan H. The hedging role of options and futures under joint price, basis, and production risk International Economic Review 36 1995 1025-1049
6. Sercu P. Uppal R. International Financial Markets and the Firm 1995 South-Western College Publishing Cincinnati, OH