Dynamic futures hedging in currency markets

Author： Chakraborty Atreya   Barkoulas John T.  

Publisher： Routledge Ltd

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.5, Iss.4, 1999-12, pp. : 299-314

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The effectiveness of dynamic hedging: evidence from selected European stock index futures

By Sultan Jahangir   Hasan Mohammad  

The European Journal of Finance, Vol. 14, Iss. 6, 2008-01 ,pp. : 469-488

Routledge Ltd

Access to resources Recommend Favorite

The hedging effectiveness of DAX futures

By Lypny G.   Powalla M.  

The European Journal of Finance, Vol. 4, Iss. 4, 1998-12 ,pp. : 345-355

Routledge Ltd

Access to resources Recommend Favorite

Coherent hedging in incomplete markets

By Rudloff Birgit  

Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. : 197-206

Routledge Ltd

Access to resources Recommend Favorite

Does hedging in futures market benefit Indian farmers?

By Ranganathan Thiagu   Ananthakumar Usha  

Studies in Economics and Finance, Vol. 31, Iss. 3, 2014-07 ,pp. : 291-308

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Hedging with futures, an empirical study of hedging a portfolio of Greek government bonds with Euro-German bond futures

By Christodoulou Panagiotis   Hambouri Zaphiro  

International Journal of Financial Services Management, Vol. 2, Iss. 1-2, 2006-12 ,pp. : 64-74

Inderscience Publishers

Access to resources Recommend Favorite