Estimating the hedging effectiveness of Treasury bill futures: an alternative approach
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 196.
Date of creation: 1982
Date of revision:
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- Geweke, John F & Feige, Edgar L, 1979. "Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 61(3), pages 334-41, August.
- Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-70, March.
- Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
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