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Complex hedges: How well do they work?

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  • Dwight Grant
  • Mark Eaker

Abstract

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  • Dwight Grant & Mark Eaker, 1989. "Complex hedges: How well do they work?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(1), pages 15-27, February.
    • Handle: RePEc:wly:jfutmk:v:9:y:1989:i:1:p:15-27
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    Cited by:

    1. Andrea L. DeMaskey, 1997. "Single and Multiple Portfolio Cross-Hedging with Currency Futures," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 23-46, March.
    2. Ahmad Bash & Abdullah M. Al-Awadhi & Fouad Jamaani, 2016. "Measuring the Hedge Ratio: A GCC Perspective," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(7), pages 1-1, July.
    3. Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
    4. K. Abhaya Kumar & Prakash Pinto & Iqbal Thonse Hawaldar & K. G. Ramesh, 2021. "Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 523-537.

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