Out-of-Sample Hedging Effectiveness of Currency Futures for Different Models and Hedging Strategies

FA de Roon, Abe de Jong, CH Veld

Research output: Contribution to journalArticleAcademic

Original languageUndefined/Unknown
Pages (from-to)817-837
Number of pages21
JournalThe Journal of Futures Markets
Volume17
Issue number7
Publication statusPublished - 1997
Externally publishedYes

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