1.
【作者(必填)】Myoung Shik Choi

【文题(必填)】Currency risks hedging for major and minor currencies: constant hedging versus speculative hedging

【年份(必填)】2009

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/13504850701735757

2.
【作者(必填)】Phil Holmes

【文题(必填)】Ex ante hedge ratios and the hedging effectiveness of the FTSE-100 stock index futures contract

【年份(必填)】1995

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/135048595357564

3.
【作者(必填)】Hsiang-Tai Lee

【文题(必填)】The effects of asymmetries and regime switching on optimal futures hedging

【年份(必填)】2008

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/17446540701537780#preview

4.
【作者(必填)】Gyu-Hyen Moon, Wei-Choun Yu & Chung-Hyo Hong

【文题(必填)】Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures

【年份(必填)】2009

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/17446540802314527#preview

5.
【作者(必填)】Abdulnasser Hatemi-J & Eduardo Roca

【文题(必填)】Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach

【年份(必填)】2006

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/13504850500365848