References

• 1979The Hedging Performance of the New Futures Markets1,566 cited
• 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
• 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
• 1991Bivariate garch estimation of the optimal commodity futures Hedge729 cited
• 1988Estimation of the Optimal Futures Hedge395 cited
• 2002Some Recent Developments in Futures Hedging229 cited
• 1993Hedging with stock index futures: Estimation and forecasting with error correction model212 cited
• 1982THE HEDGING EFFECTIVENESS OF FOREIGN CURRENCY FUTURES116 cited
• 1993Estimating multiperiod hedge ratios in cointegrated markets96 cited
• 1991The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures87 cited
• 1996Hedging with the Nikkei index futures: The convential model versus the error correction model87 cited
• 1992Hedge period length and Ex‐ante futures hedging effectiveness: The case of foreign‐exchange risk cross hedges80 cited
• 1983Stability and the hedging performance of foreign currency futures80 cited
• 1995A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length