Using derivatives in major currencies for cross-hedging currency risks in Asian emerging markets

被引：0

作者：

Aggarwal, R ^{[1
]}

DeMaskey, AL ^{[1
]}

机构：

[1] VILLANOVA UNIV,VILLANOVA,PA 19085

来源：

JOURNAL OF FUTURES MARKETS | 1997年 / 17卷 / 07期

关键词：

D O I：

10.1002/(SICI)1096-9934(199710)17:7<781::AID-FUT3>3.0.CO;2-J

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：781 / 796

页数：16

共 50 条

[21] International Equity Index and Currency Futures: Commodity Currencies or Emerging Versus Developed Markets?
Krause, Timothy A.
Tse, Yiuman
EMERGING MARKETS FINANCE AND TRADE, 2018, 54 (14) : 3294 - 3311
[22] CROSS-HEDGING WHOLESALE PORK PRODUCTS USING LIVE HOG FUTURES
HAYENGA, ML
DIPIETRE, DD
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1982, 64 (04) : 747 - 751
[23] Performance of currency hedging across major stock markets under different constraints
Chen Xiao-xin
Chen Wei-zhong
PROCEEDINGS OF 2007 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (14TH) VOLS 1-3, 2007, : 1648 - +
[24] Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?
Wali, Muammer
Chan, Felix
Manzur, Meher
JOURNAL OF ASIAN ECONOMICS, 2017, 50 : 62 - 72
[25] Technical trading rules in emerging markets and the 1997 Asian currency crises
McKenzie, Michael D.
EMERGING MARKETS FINANCE AND TRADE, 2007, 43 (04) : 46 - 73
[26] ESG ratings and macroeconomic risks in the Asian emerging stock markets
Baek, Seungho
Song, Minwoo
APPLIED ECONOMICS LETTERS, 2024,
[27] Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
Wang, Gang-Jin
Xie, Chi
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2013, 392 (06) : 1418 - 1428
[28] A Bayesian approach to optimal cross-hedging of cottonseed products using soybean complex futures
Rahman, SM
Dorfman, JH
Turner, SC
JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS, 2004, 29 (02): : 260 - 275
[29] Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets
Kumar, Dilip
JOURNAL OF EMERGING MARKET FINANCE, 2019, 18 (02) : 172 - 209
[30] A REDETERMINATION OF HEDGING STRATEGIES USING FOREIGN-CURRENCY FUTURES CONTRACTS AND FORWARD MARKETS
HERBST, AF
SWANSON, PE
CAPLES, SC
JOURNAL OF FUTURES MARKETS, 1992, 12 (01) : 93 - 104

← 1 2 3 4 5 →