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

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@article{04c7befaa96a41fb9a9663fc9887eda9,

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

author = "{De Jong}, Abe and {De Roon}, Frans and Chris Veld",

year = "1997",

month = jan,

day = "1",

doi = "10.1002/(SICI)1096-9934(199710)17:7<817::AID-FUT5>3.0.CO;2-Q",

language = "English",

volume = "17",

pages = "817--837",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "7",

}

TY - JOUR

T1 - Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies

AU - De Jong, Abe

AU - De Roon, Frans

AU - Veld, Chris

PY - 1997/1/1

Y1 - 1997/1/1

UR - http://www.scopus.com/inward/record.url?scp=0031495504&partnerID=8YFLogxK

U2 - 10.1002/(SICI)1096-9934(199710)17:7<817::AID-FUT5>3.0.CO;2-Q

DO - 10.1002/(SICI)1096-9934(199710)17:7<817::AID-FUT5>3.0.CO;2-Q

M3 - Article

AN - SCOPUS:0031495504

SN - 0270-7314

VL - 17

SP - 817

EP - 837

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 7

ER -