Optimal weights and international portfolio hedging with U.S. dollar index futures: An empirical investigation

✍ Scribed by Steven Krull; Anoop Rai

• Book ID: 102845753
• Publisher: John Wiley and Sons
• Year: 1992
• Tongue: English
• Weight: 817 KB
• Volume: 12
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/fut.3990120506

✦ Synopsis

The U.S. Dollar Index is quoted as a percentage of its value as of March 1973, calculated to two decimal places (e.g., 123.55).