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

A. de Jong, F.A. de Roon, C.H. Veld

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{33a9ac3c9edd4ab68b8f75f286633991,

title = "Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies",

author = "{de Jong}, A. and {de Roon}, F.A. and C.H. Veld",

note = "Pagination: 23",

year = "1997",

language = "English",

volume = "17",

pages = "817--839",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "7",

}