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

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@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",

}