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

Access to Document

10.1002/fut.3990110303

Cite this

@article{7834b14c2ddb4be883b8405b084ba5f5,

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.\}",

year = "1991",

month = jun,

doi = "10.1002/fut.3990110303",

language = "English",

volume = "11",

pages = "271--289",

journal = "Journal of Futures Markets",

issn = "0270-7314",

number = "3",

}

TY - JOUR

T1 - The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge

T2 - Evidence from foreign currency futures

AU - Malliaris, A. G.

AU - Urrutia, Jorge L.

PY - 1991/6

Y1 - 1991/6

UR - https://www.scopus.com/pages/publications/84978549388

UR - https://www.scopus.com/inward/citedby.url?scp=84978549388&partnerID=8YFLogxK

U2 - 10.1002/fut.3990110303

DO - 10.1002/fut.3990110303

M3 - Article

AN - SCOPUS:84978549388

SN - 0270-7314

VL - 11

SP - 271

EP - 289

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 3

ER -

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

Access to Document

Other files and links

Cite this