The use and abuse of the hedging effectiveness measure

By Donald Lien. 2005

65 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/598c54c3bdf4027c98d54c49dbf4899c8b7dfbee

Citations in the corpus

• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (2009, unknown): “2 Some recent research has focused on examining the optimal hedge ratios and hedging effectiveness under different model specifications (e.g., Choudhry 2004, 2009; Demirer and Lien, 2003; Lien, 2005, 2009; Lien and Shrestha, 2008; McMillan, 2005).”