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Please use this identifier to cite or link to this item: http://hdl.handle.net/11375/5451
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dc.contributor.authorShanker, Lathaen_US
dc.contributor.authorChang, Jack S.K.en_US
dc.contributor.authorMcMaster University, Faculty of Businessen_US
dc.date.accessioned2014-06-17T20:38:58Z-
dc.date.available2014-06-17T20:38:58Z-
dc.date.created2013-12-23en_US
dc.date.issued1984-03en_US
dc.identifier.otherdsb/113en_US
dc.identifier.other1112en_US
dc.identifier.other4944136en_US
dc.identifier.urihttp://hdl.handle.net/11375/5451-
dc.description<p>15, 7 leaves : ; Includes bibliographical references (leaves 14-15). ; Cover title.;"March, 1984".</p>en_US
dc.description.abstract<p>This paper is concerned with an empirical comparison of the hedging effectiveness of currency options and currency futures contracts, when each instrument is used to hedge against variations in the exchange rate o f the spot currency. The results of the paper indicate that if the hedger were interested in minimizing risk alone, futures con tracts performed better than the corresponding options contacts. How ever, if the hedger were interested in minimizing the risk of a port folio of the spot currency and the hedging instrument for a given level of expected return, then the currency option performed better than the corresponding currency futures contract.</p>en_US
dc.relation.ispartofseriesResearch and working paper series (McMaster University. Faculty of Business)en_US
dc.relation.ispartofseriesno. 217en_US
dc.subject.lccForeign exchange market Foreign exchange futures Hedging (Finance) Options (Finance)en_US
dc.titleThe hedging performance of foreign currency options and foreign currency futures: a comparisonen_US
dc.typearticleen_US
Appears in Collections:DeGroote School of Business Working Paper Series

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