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

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

doi:10.1002/fut.3990140605

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

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

Rutgers Business School, Finance & Economics

Research output: Contribution to journal › Article › peer-review

57 Scopus citations

Original language	English (US)
Pages (from-to)	685-707
Number of pages	23
Journal	Journal of Futures Markets
Volume	14
Issue number	6
DOIs	https://doi.org/10.1002/fut.3990140605
State	Published - Sep 1994

All Science Journal Classification (ASJC) codes

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

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10.1002/fut.3990140605

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title = "A new measure to compare the hedging effectiveness of foreign currency futures versus options",

author = "Hsln, {Chin‐Wen ‐W} and Jerry Kuo and Lee, {Cheng‐Few ‐F}",

year = "1994",

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JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 6

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

All Science Journal Classification (ASJC) codes

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