The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

A. G. Malliaris; Jorge L. Urrutia

doi:10.1002/fut.3990110303

The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

Quinlan School of Business

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	271-289
Number of pages	19
Journal	Journal of Futures Markets
Volume	11
Issue number	3
DOIs	https://doi.org/10.1002/fut.3990110303
State	Published - Jun 1991

ASJC Scopus Subject Areas

Accounting
General Business,Management and Accounting
Finance
Economics and Econometrics

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10.1002/fut.3990110303

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title = "The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures",

author = "Malliaris, {A. G.} and Urrutia, {Jorge L.}",

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The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

ASJC Scopus Subject Areas

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