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Cross Hedging The Italian Lira/US Dollar Exchange Rate With Deutsche Mark Futures

Author

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  • Braga, Francesco S.
  • Martin, Larry J.
  • Meilke, Karl D.

Abstract

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Suggested Citation

  • Braga, Francesco S. & Martin, Larry J. & Meilke, Karl D., 1987. "Cross Hedging The Italian Lira/US Dollar Exchange Rate With Deutsche Mark Futures," Working Papers 123557, University of Guelph, Department of Food, Agricultural and Resource Economics.
    • Handle: RePEc:ags:uguewp:123557
    DOI: 10.22004/ag.econ.123557
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    Cited by:

    1. is not listed on IDEAS
    2. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
    3. Andrea L. DeMaskey, 1997. "Single and Multiple Portfolio Cross-Hedging with Currency Futures," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 23-46, March.

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