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Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
Abstract
Kenneth F. Kroner, Jahangir Sultan, Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 4 (Dec., 1993), pp. 535-551
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Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
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Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
Hussain Shahzad, S. J., Bouri, E., Roubaud, D., & Kristoufek, L. (2020) · Economic Modelling · doi:10.1016/j.econmod.2019.07.023 · Cited by 513
Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarkets
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Metadata
- Authors
- Kroner, K. F., & Sultan, J.
- Venue
- The Journal of Financial and Quantitative Analysis
- Publisher
- JSTOR
- Published
- 1993-12
- Volume
- 28
- Issue
- 4
- Pages
- 535
- ISSN
- 0022-1090 (ISSN-L)
- OpenAlex
- W2098027073
- Cited by
- 1,524
- References
- 2
- FWCI
- 20.20
- Type
- journal article
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
