Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
1993/12/01 by Kenneth F. Kroner, Jahangir Sultan · 1,532 citations
Economics, Econometrics and Finance · #Business #Currency #Econometrics #Economics #Financial Risk and Volatility Modeling #Financial economics #Futures contract #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Monetary economics
paper · doi:10.2307/2331164
published in Journal of Financial and Quantitative Analysis 28(4), 535 (Cambridge University Press)
openalex publication_date 1993/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30
Abstract
Kenneth F. Kroner, Jahangir Sultan, Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 4 (Dec., 1993), pp. 535-551
Citations
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