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【题 名】: Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies.
【作 者】: Rajesh K . Aggarwal and Andrea L . DeMaskey
【期刊、会议、单位名称】:
The Journal of Portfolio Management
【年, 卷(期), 起止页码】: Spring 1997, Vol. 23, No. 3: pp. 88-95 .
【全文链接】:
http://www.iijournals.com/doi/abs/10.3905/jpm.1997.409611
【题 名】: New evidence of the effectiveness of portfolio hedges in currency forward markets.
【作 者】: Johnson, L.J. and Walther, C.H.
【期刊、会议、单位名称】:Management International Review
【年, 卷(期), 起止页码】: Volume 24,No. 2, 1984, pp. 15-23.
【全文链接】:
http://www.jstor.org/pss/40227714