The hedging effectiveness of currency futures markets

This publication has 11 references indexed in Scilit:

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  Journal of Financial Research, 1980
• Market Incompleteness and Divergences Between Forward and Futures Interest Rates*
  The Journal of Finance, 1980
• Treasury Bill Pricing in the Spot and Futures Markets
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• The Efficiency of the Treasury Bill Futures Market
  The Journal of Finance, 1979
• Differential Responses to Price and Exchange Rate Influences in the Foreign Trade of Selected Industrial Countries
  The Review of Economics and Statistics, 1979
• The Hedging Performance of the New Futures Markets
  The Journal of Finance, 1979
• The effect of exchange rate uncertainty on the prices and volume of international trade
  Journal of International Economics, 1978
• Is the Futures Market for Treasury Bills Efficient?
  The Journal of Portfolio Management, 1978
• A Comparison of Yields On Future Contracts and Implied Forward Rates
  Published by Federal Reserve Bank of St. Louis ,1978
• U.S. Import Prices in the Currency-Contract Period
  Brookings Papers on Economic Activity, 1974