Efficacité et optimalité des opérations de couverture à terme : l'exemple de l'huile de palme sur le marché de Kuala-Lumpur

René Da Silva

Journal de la société française de statistique (1990)

  • Volume: 131, Issue: 1, page 56-75
  • ISSN: 1962-5197

How to cite

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Da Silva, René. "Efficacité et optimalité des opérations de couverture à terme : l'exemple de l'huile de palme sur le marché de Kuala-Lumpur." Journal de la société française de statistique 131.1 (1990): 56-75. <http://eudml.org/doc/199767>.

@article{DaSilva1990,
author = {Da Silva, René},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1},
pages = {56-75},
publisher = {Société de statistique de Paris},
title = {Efficacité et optimalité des opérations de couverture à terme : l'exemple de l'huile de palme sur le marché de Kuala-Lumpur},
url = {http://eudml.org/doc/199767},
volume = {131},
year = {1990},
}

TY - JOUR
AU - Da Silva, René
TI - Efficacité et optimalité des opérations de couverture à terme : l'exemple de l'huile de palme sur le marché de Kuala-Lumpur
JO - Journal de la société française de statistique
PY - 1990
PB - Société de statistique de Paris
VL - 131
IS - 1
SP - 56
EP - 75
LA - fre
UR - http://eudml.org/doc/199767
ER -

References

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  1. 1. CICCHETTI P., DALE C., VIGNOLA J. - " Usefulness of treasury bill futures as hedging instruments" Journal of Futures Markets 1981, pp. 379-387. 
  2. 2. DALE C. - " The hedging effectiveness of currency futures markets" Journal of Futures Markets pp. 77-88. 
  3. 3. EDERINGTON L.H. - " The hedging performance of the new futures markets" Journal of Finance" 1979, pp. 157-170. 
  4. 4. FIGLEWSKI S. - " Hedging performance and basis risk in stock index futures" Journal of Finance July 1984, pp. 657-69. 
  5. 5. FRANCKLE C.T. - " The hedging performance of the new futures markets comments" Journal of Finance Dec 1980, pp. 1273-79. 
  6. 6. FRANCKLE et SENCHACK - " Economic considerations in the use of interest rate futures" Journal of Futures Markets 1982, pp. 107-116. 
  7. 7. HILL, LIRO, SHNEEWEIS - " Hedging performance of GNMA futures under rising and falling interest rates" Journal of Futures Markets 1983, p. 403. 
  8. 8. GRAMMATIKOS, SAUNDERS - " Stability and the hedging performance of foreign currency futures" Journal of Futures Markets 1983, p. 295. 
  9. 9. HILL, SCHNEEWEIS - " A note on the hedging effectiveness of foreign currency futures" Journal of Futures Markets 1981, p. 659. 
  10. 10. JOHNSON L.L. - " The theory of hedging and speculation in commodity futures" Review of Economic Studies 1960, p. 139-51. 
  11. 11. KUBEREK, PEFLEY - " Hedging corporate debt with U.S. treasury bond futures" Journal of Futures Markets 1983, pp. 345-353. 
  12. 12. MANESS T.S. - " Optimal versus naïve buy-hedging with T. Bill futures" Journal of Futures Markets 1981, pp. 393-403. 
  13. 13. SENCHACK, EASTERWOOD - " Cross-hedging with treasury bill futures" Journal of Futures Markets 1983, p. 429. 
  14. 14. STEIN J.L. - " The simultaneous determination of spot and futurs prices" AER 1961, n° 5. 
  15. 15. WARD W.R. et DASSE - " Empirical contributions to basis theory : The case of citrus futures" Journal of American Agricultural Economics Feb 1977, pp. 71-79. 

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