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Applied Financial Economics Volume 21, 2011 - Issue 7
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Original Articles

Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach

Yi-Chein Chiang Department of International Trade, Feng Chia University, 100 Wenhwa Road, Seatwen, Taichung, Taiwan, ROCCorrespondence[email protected]
,
Tung Liang Liao Department of Finance, Feng Chia University, 100 Wenhwa Road, Seatwen, Taichung, Taiwan, ROC
&
Tse-An Hsiao Department of International Trade, Feng Chia University, 100 Wenhwa Road, Seatwen, Taichung, Taiwan, ROC
Pages 493-503 | Published online: 17 Jan 2011

References

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  • Simpson , MW . 2004 . Selectively hedging the US dollar with foreign exchange futures contracts . Journal of International Financial Markets, Institutions and Money , 14 : 75 – 86 .
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