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 journalArticleScientificpeer-review

26 Citations (Scopus)
Original languageEnglish
Pages (from-to)817-839
Number of pages23
JournalJournal of Futures Markets
Volume17
Issue number7
Publication statusPublished - 1997

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