Are regression approach futures hedge ratios stationary?
Year of publication: |
1998
|
---|---|
Authors: | Ferguson, Robert |
Other Persons: | Leistikow, Dean (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 7, p. 851-866
|
Subject: | Währungsderivat | Currency derivative | Hedging | Schätzung | Estimation | USA | United States | 1978-1992 |
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