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The Hedging Effectiveness Of Foreign Currency Futures

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  • Joanne Hill
  • Thomas Schneeweis

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  • Joanne Hill & Thomas Schneeweis, 1982. "The Hedging Effectiveness Of Foreign Currency Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(1), pages 95-104, March.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:1:p:95-104
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00629.x
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    References listed on IDEAS

    as
    1. Makin, John H, 1978. "Portfolio Theory and the Problem of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 33(2), pages 517-534, May.
    2. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
    3. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
    Full references (including those not matched with items on IDEAS)

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