Dynamic futures hedging in currency markets

Atreya Chakraborty; John T. Barkoulas

doi:10.1080/135184799336975

Dynamic futures hedging in currency markets

Atreya Chakraborty
, John T. Barkoulas

CM - Dean's Office

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

Original language	English
Pages (from-to)	299-314
Number of pages	16
Journal	International Journal of Phytoremediation
Volume	21
Issue number	1
DOIs	https://doi.org/10.1080/135184799336975
State	Published - 1999

ASJC Scopus Subject Areas

Environmental Chemistry
Pollution
Plant Science

Keywords

Bivariate garch model
Currency futures
Dynamic hedging
Optimal hedge ratio

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10.1080/135184799336975

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title = "Dynamic futures hedging in currency markets",

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KW - Currency futures

KW - Dynamic hedging

KW - Optimal hedge ratio

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JO - International Journal of Phytoremediation

JF - International Journal of Phytoremediation

IS - 1

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Dynamic futures hedging in currency markets

ASJC Scopus Subject Areas

Keywords

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