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Using derivatives in major currencies for cross‐hedging currency risks in Asian emergency markets

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  • Raj Aggarwal
  • Andrea L. Demaskey

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  • Raj Aggarwal & Andrea L. Demaskey, 1997. "Using derivatives in major currencies for cross‐hedging currency risks in Asian emergency markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(7), pages 781-796, October.
    • Handle: RePEc:wly:jfutmk:v:17:y:1997:i:7:p:781-796
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    Cited by:

    1. Gia Zoidze & George Abuselidze, 2021. "Covid-19 Pandemic And Currency Risk Analysis In Georgia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 9(2), pages 33-46.
    2. Chakriya Bowman, 2005. "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers idec05-6, International and Development Economics.
    3. Tania Morris & Jules Comeau, 2020. "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 133-163, June.
    4. Gurmeet Singh, 2017. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures," Jindal Journal of Business Research, , vol. 6(2), pages 108-131, December.

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