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ArticleHedging effectiveness comparisons: A note

Donald D. Lien2007

Article2007

Hedging effectiveness comparisons: A note

Donald D. Lien · Keshab Shrestha

23 citations·0/0 files stored·International Review of Economics & Finance

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Risk Management in Financial Firms

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References

1979The Hedging Performance of the New Futures Markets 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 2005The use and abuse of the hedging effectiveness measure 2005A note on the superiority of the OLS hedge ratio 2007A note on the hedging effectiveness of GARCH models

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2014Evaluating the Effectiveness of Futures Hedging

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Year2007

Typearticle

Published2007-01-21

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations23

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.iref.2006.12.002

openalex_workW1992285092

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