Optimal hedging under departures from the cost-of-carry valuation : evidence from the Spanish stock index futures market
Juan A. Lafuente; Alfonso Novales
| Year of publication: |
2003
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|---|---|
| Authors: | Lafuente, Juan Angel ; Novales, Alfonso |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 6, p. 1053-1078
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| Subject: | Hedging | Index-Futures | Index futures | ARCH-Modell | ARCH model | Spanien | Spain |
| 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/10001757808