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Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium

โœ Scribed by Ephraim Clark; Amrit Judge


Book ID
111059165
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
231 KB
Volume
15
Category
Article
ISSN
1354-7798

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๐Ÿ“œ SIMILAR VOLUMES


Stability and the hedging performance of
โœ Theoharry Grammatikos; Anthony Saunders ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 499 KB ๐Ÿ‘ 1 views

ecently a number of authors have examined the hedging performance of R Treasury-bill futures (Ederington, 1979; Franckle, 1980) and foreign currency futures (Dale, 1981; Hi and Schneeweis, 1981, and forthcornin& In order to investigate this question the authors regress the level (or change in the le