An empirical analysis of the hedging effectiveness of currency futures

A. de Jong, F.A. de Roon and Chris Veld
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F.A. de Roon: Tilburg University, Center For Economic Research

No 1995-119, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Currency; Hedging; Econometric Models; Futures; econometrics (search for similar items in EconPapers)
Date: 1995
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Working Paper: An empirical analysis of the hedging effectiveness of currency futures (1995)
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