Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
de Jong,A. de Roon,F.A. Veld,C.H.
de Jong,A.
de Roon,F.A.
Veld,C.H.
Abstract
Description
Pagination: 23
Date
1997
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
de Jong, A, de Roon, F A & Veld, C H 1997, 'Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies', Journal of Futures Markets, vol. 17, no. 7, pp. 817-839.