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

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

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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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    File URL: https://ageconsearch.umn.edu/record/123557/files/Braga%201987.pdf
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    References listed on IDEAS

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    1. Leland L. Johnson, 1960. "The Theory of Hedging and Speculation in Commodity Futures," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 27(3), pages 139-151.
    2. Eaker, Mark R. & Grant, Dwight M., 1987. "Cross-hedging foreign currency risk," Journal of International Money and Finance, Elsevier, vol. 6(1), pages 85-105, March.
    3. Larry Martin & Philip Garcia, 1981. "The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(2), pages 209-215.
    4. Levy, Haim & Kroll, Yoram, 1979. "Efficiency Analysis with Borrowing and Lending: Criteria and Their Effectiveness," The Review of Economics and Statistics, MIT Press, vol. 61(1), pages 125-130, February.
    5. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
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    Cited by:

    1. 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.
    2. 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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