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Journal of Futures Markets
Volumn 21, Issue 11, 2001, Pages 1043-1069
The cross-currency hedging performance of implied versus statistical forecasting models
Author keywords

[No Author keywords available]
Indexed keywords

EID: 21444445702     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.2104     Document Type: Article
Times cited : (32)
References (3)
  • 1
    • 0031517831 scopus 로고    scopus 로고
    • Inferring future volatility from the information in implied volatility in Eurodollar options: A new approach
    • Amin, K. I., & Ng, V. K. (1997). Inferring future volatility from the information in implied volatility in Eurodollar options: A new approach. Review of Financial Studies, 10(2), 333-367.
    • (1997) Review of Financial Studies , vol.10 , Issue.2 , pp. 333-367
    • Amin, K.I.1    Ng, V.K.2
  • 2
    • 0006928550 scopus 로고
    • Hedging and joint production: Theory and illustration
    • Anderson, R., & Danthine, J. P. (1980). Hedging and joint production: Theory and illustration. Journal of Finance, 35, 487-498.
    • (1980) Journal of Finance , vol.35 , pp. 487-498
    • Anderson, R.1    Danthine, J.P.2
  • 3
    • 84986414666 scopus 로고
    • Bivariate GARCH estimation of optimal commodity futures hedge
    • Baillie, R. T., & Myers, R. J. (1991). Bivariate GARCH estimation of optimal commodity futures hedge. Journal of Applied Econometrics, 6, 109-124.
    • (1991) Journal of Applied Econometrics , vol.6 , pp. 109-124
    • Baillie, R.T.1    Myers, R.J.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.