A NEW MEASURE TO COMPARE THE HEDGING EFFECTIVENESS OF FOREIGN-CURRENCY FUTURES VERSUS OPTIONS

被引：2

|

作者：

HSIN, CW

KUO, J

LEE, CF

机构：

[1] CITIBANK NA,TAIPEI,TAIWAN

[2] RUTGERS STATE UNIV,NEW BRUNSWICK,NJ 08903

[3] CHINESE UNIV HONG KONG,SHA TIN,HONG KONG

来源：

JOURNAL OF FUTURES MARKETS | 1994年 / 14卷 / 06期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：685 / 707

页数：23

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