Multiscale hedge ratio between the Australian stock and futures markets : evidence from wavelet analysis
Francis In, Sangbae Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | In, Francis Haeuck ; Kim, Sangbae |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 16.2006, 4, p. 411-423
|
| Subject: | Hedging | Aktienmarkt | Stock market | Futures | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003374049