A new measure to compare the hedging effectiveness of foreign currency futures versus options

Chin‐Wen ‐W Hsln, Jerry Kuo, Cheng‐Few ‐F Lee

Research output: Contribution to journalArticlepeer-review

57 Scopus citations
Original languageEnglish (US)
Pages (from-to)685-707
Number of pages23
JournalJournal of Futures Markets
Issue number6
StatePublished - Sep 1994

All Science Journal Classification (ASJC) codes

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

Cite this