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Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation: Foreign currency futures
Author(s) -
Herbst A. F.,
Kare D. D.,
Caples S. C.
Publication year - 1989
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990090302
Subject(s) - futures contract , currency , citation , hedge fund , library science , economics , financial economics , finance , computer science , monetary economics
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