Work

The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

Year: 1991

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990110303

Authors: A. G. Malliaris, Jorge L. Urrutia

Institution: Loyola University Chicago

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1964335210

FWCI: 4.441

Cites: 24

Cited by: 88

Related to: 10