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

Abe De Jong, Frans De Roon, Chris Veld

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)
Original languageEnglish
Pages (from-to)817-837
Number of pages21
JournalJournal of Futures Markets
Volume17
Issue number7
DOIs
Publication statusPublished - 1 Jan 1997
Externally publishedYes

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