Estimating the hedging effectiveness of Treasury bill futures: an alternative approach
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|Date of creation:||1982|
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Charles Dale, 1981.
"The hedging effectiveness of currency futures markets,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, 03.
- Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
- 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 334-341, August.
- 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. Full references (including those not matched with items on IDEAS)
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