Hedging foreign exchange exposure in the Japanese Yen

Bilson,, 1978, Rational Expectations and the Exchange Rate Box,, 1976 Black,, 1976, The Pricing of Commodity Contracts, Journal of Financial Economics, 167, 10.1016/0304-405X(76)90024-6 Cornell,, 1977, Spot Rates, Forward Rates and Market Efficiency, Journal of Financial Economics, 55, 10.1016/0304-405X(77)90029-0 Cornell,, 1981, Forward and Futures Prices: Evidence from the Foreign Exchange Markets, Journal of Finance, 1035, 10.2307/2327298 Cox,, 1981, The Relation Between Forward Prices and Futures Prices, Journal of Financial Economics, 321, 10.1016/0304-405X(81)90002-7 Ederington,, 1979, The Hedging Performance of the New Futures Markets, Journal of Finance, 157, 10.2307/2327150 Franckle,, 1980, The Hedging Performance of the New Futures Market: Comment, Journal of Finance, 1273, 10.2307/2327101 French,, 1983, A Comparison of Futures and Forward Prices, Journal of Financial Economics, 311, 10.1016/0304-405X(83)90052-1 Herbst,, 1989, Hedging Effectiveness and Minimum Risk Hedge Ratios in the Presence of Autocorrelation: Foreign Currency Futures, Journal of Futures Markets, 185, 10.1002/fut.3990090302 Hill,, 1981, Forecasting Effectiveness of Foreign Currency Futures, Business Economics, 42 Hill,, 1982, The Hedging Effectiveness of Foreign Currency Futures, Journal of Financial Research, 95, 10.1111/j.1475-6803.1982.tb00629.x Jarrow,, 1981, Forward Contracts and Futures Contracts, Journal of Financial Economics, 373, 10.1016/0304-405X(81)90004-0 Johnson,, 1960, The Theory of Hedging and Speculation in Commodity Futures, Review of Economic Studies, 139, 10.2307/2296076 Kolb,, 1981, Improving Hedging Performance Using Interest Rate Futures, Financial Management, 27 Panton,, 1978, Empirical Evidence on International Monetary Market Currency Futures, Journal of International Business Studies, 59, 10.1057/palgrave.jibs.8490662 Pelletier,, 1983, Contracts That Don't Expire Aid Technical Analysis, Commodities, 71 Rendleman,, 1979, The Efficiency of the Treasury Bill Futures Markets, Journal of Finance, 895, 10.2307/2327055 Richard,, 1981, A Continuous Time Equilibrium Model of Forward Prices and Futures Prices in a Multigoal Economy, Journal of Financial Economics, 265 Stein,, 1961, The Simultaneous Determination of Spot and Futures Prices, American Economic Review, 1012 Swanson,, 1987, Hedging Foreign Exchange Risk Using Forward Foreign Exchange Markets: An Extension, Journal of International Business Studies, 75, 10.1057/palgrave.jibs.8490400 Vignola,, 1980, The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternate Specifications, Journal of Financial Research, 169, 10.1111/j.1475-6803.1980.tb00048.x Wardrep,, 1982, The Efficiency of Hedging with Financial Futures: A Historical Perspective, The Journal of Futures Markets, 243, 10.1002/fut.3990020304 Working,, 1953, Futures Trading and Hedging, American Economic Review, 314