Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
| Year of publication: |
2006
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|---|---|
| Authors: | In, Francis ; Kim, Sangbae |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 11172848. - Vol. 16.2006, 4, p. 411-423
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