Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
Year of publication: |
2000
|
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Authors: | Kavussanos, Manolis G. ; Nomikos, Nikos K. |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 36.2000, 4, p. 229-248
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Subject: | Frachtschifffahrt | Cargo shipping | Hedging | Derivat | Derivative | ARCH-Modell | ARCH model | Theorie | Theory | Welt | World |
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