Hedging with mini gold futures : evidence from Korea
Year of publication: |
2014
|
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Authors: | Kim, Seokchin ; Park, Cheolho ; Yun, Youngjun |
Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 4.2014, 2, p. 163-176
|
Subject: | Mini gold | Hedging | Bivariate GJR-GARCH (1,1) model | Gold | Südkorea | South Korea | Warenbörse | Commodity exchange | Derivat | Derivative |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1007/s40822-014-0012-3 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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