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, Volume 131 (1990) no. 1, p. 56-75
@article{JSFS_1990__131_1_56_0,
     author = {Da Silva, Ren\'e},
     title = {Efficacit\'e et optimalit\'e des op\'erations de couverture \`a terme : l'exemple de l'huile de palme sur le march\'e de Kuala-Lumpur},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {131},
     number = {1},
     year = {1990},
     pages = {56-75},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1990__131_1_56_0}
}
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, Volume 131 (1990) no. 1, pp. 56-75. http://www.numdam.org/item/JSFS_1990__131_1_56_0/

1. Cicchetti P., Dale C., Vignola J. - " Usefulness of treasury bill futures as hedging instruments" Journal of Futures Markets 1981, pp. 379-387.

2. Dale C. - " The hedging effectiveness of currency futures markets" Journal of Futures Markets pp. 77-88.

3. Ederington L.H. - " The hedging performance of the new futures markets" Journal of Finance" 1979, pp. 157-170.

4. Figlewski S. - " Hedging performance and basis risk in stock index futures" Journal of Finance July 1984, pp. 657-69.

5. Franckle C.T. - " The hedging performance of the new futures markets comments" Journal of Finance Dec 1980, pp. 1273-79.

6. Franckle et Senchack - " Economic considerations in the use of interest rate futures" Journal of Futures Markets 1982, pp. 107-116.

7. Hill, Liro, Shneeweis - " Hedging performance of GNMA futures under rising and falling interest rates" Journal of Futures Markets 1983, p. 403.

8. Grammatikos, Saunders - " Stability and the hedging performance of foreign currency futures" Journal of Futures Markets 1983, p. 295.

9. Hill, Schneeweis - " A note on the hedging effectiveness of foreign currency futures" Journal of Futures Markets 1981, p. 659.

10. Johnson L.L. - " The theory of hedging and speculation in commodity futures" Review of Economic Studies 1960, p. 139-51.

11. Kuberek, Pefley - " Hedging corporate debt with U.S. treasury bond futures" Journal of Futures Markets 1983, pp. 345-353.

12. Maness T.S. - " Optimal versus naïve buy-hedging with T. Bill futures" Journal of Futures Markets 1981, pp. 393-403.

13. Senchack, Easterwood - " Cross-hedging with treasury bill futures" Journal of Futures Markets 1983, p. 429.

14. Stein J.L. - " The simultaneous determination of spot and futurs prices" AER 1961, n° 5.

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.