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Abstract: This paper examines the cross currency hedging results for countries that belong to the EEC and for selected LDCs. The mark, pound, and Swiss franc futures are employed as the hedging vehicles, with the cash rates for other countries in the EEC used as the currencies to be hedged. Hedging results for selected LDCs from the Far East, South America, and Africa are also examined in relation to the mark, pound, and franc futures. (Update)
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BibTeX entry: (Update)
@misc{ daigler-cross,
author = "Robert T. Daigler",
title = "Cross Currency Hedging Results: Implications For EEC Unification And LDC
Trade",
url = "citeseer.ist.psu.edu/409787.html" }
Citations (may not include all citations):4 Measuring Hedging Effectiveness in a Traditional One-Periodi.. (context) - Oystein - 1987
4 The Hedging Effectiveness of Foreign Currency Futures (context) - Joanne, Schneeweis - 1982
3 Forecasting and Hedging Effectiveness of Pound and Mark Forw.. (context) - Joanne, Schneeweis - 1982
3 A Note on the Hedging Effectiveness of Foreign Currency Futu.. (context) - Joanne, Schneeweis - 1981
1 The Hedging Performance of ECU Futures Contracts (context) - Anthony, Sienkiewicz - 1988
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