@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 de statistique de Paris},
pages = {56--75},
year = {1990},
publisher = {Soci\'et\'e de statistique de Paris},
volume = {131},
number = {1},
language = {fr},
url = {https://www.numdam.org/item/JSFS_1990__131_1_56_0/}
}
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 de statistique de Paris PY - 1990 SP - 56 EP - 75 VL - 131 IS - 1 PB - Société de statistique de Paris UR - https://www.numdam.org/item/JSFS_1990__131_1_56_0/ LA - fr ID - JSFS_1990__131_1_56_0 ER -
%0 Journal Article %A Da Silva, René %T Efficacité et optimalité des opérations de couverture à terme : l'exemple de l'huile de palme sur le marché de Kuala-Lumpur %J Journal de la Société de statistique de Paris %D 1990 %P 56-75 %V 131 %N 1 %I Société de statistique de Paris %U https://www.numdam.org/item/JSFS_1990__131_1_56_0/ %G fr %F 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 de statistique de Paris, Tome 131 (1990) no. 1, pp. 56-75. https://www.numdam.org/item/JSFS_1990__131_1_56_0/
1. , , - " Usefulness of treasury bill futures as hedging instruments" Journal of Futures Markets 1981, pp. 379-387.
2. - " The hedging effectiveness of currency futures markets" Journal of Futures Markets pp. 77-88.
3. - " The hedging performance of the new futures markets" Journal of Finance" 1979, pp. 157-170.
4. - " Hedging performance and basis risk in stock index futures" Journal of Finance July 1984, pp. 657-69.
5. - " The hedging performance of the new futures markets comments" Journal of Finance Dec 1980, pp. 1273-79.
6. et - " Economic considerations in the use of interest rate futures" Journal of Futures Markets 1982, pp. 107-116.
7. , , - " Hedging performance of GNMA futures under rising and falling interest rates" Journal of Futures Markets 1983, p. 403.
8. , - " Stability and the hedging performance of foreign currency futures" Journal of Futures Markets 1983, p. 295.
9. , - " A note on the hedging effectiveness of foreign currency futures" Journal of Futures Markets 1981, p. 659.
10. - " The theory of hedging and speculation in commodity futures" Review of Economic Studies 1960, p. 139-51.
11. , - " Hedging corporate debt with U.S. treasury bond futures" Journal of Futures Markets 1983, pp. 345-353.
12. - " Optimal versus naïve buy-hedging with T. Bill futures" Journal of Futures Markets 1981, pp. 393-403.
13. , - " Cross-hedging with treasury bill futures" Journal of Futures Markets 1983, p. 429.
14. - " The simultaneous determination of spot and futurs prices" AER 1961, n° 5.
15. et - " Empirical contributions to basis theory : The case of citrus futures" Journal of American Agricultural Economics Feb 1977, pp. 71-79.






