Hedge effectiveness: Basis risk and minimum‐variance hedging
Year of publication: |
2000
|
---|---|
Authors: | Castelino, Mark G. |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 20.2000, 1, p. 89-103
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Futures markets and hedging : the time demension
Castelino, Mark G., (1990)
-
Basis volatility : implications for hedging
Castelino, Mark G., (1989)
-
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G., (1992)
- More ...