Realized hedge ratio : predictability and hedging performance
Year of publication: |
May 2016
|
---|---|
Authors: | Markopoulou, Chrysi E. ; Skintzi, Vasiliki D. ; Refenes, Apostolos-Paul |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 45.2016, p. 121-133
|
Subject: | Realized hedge ratio | Dynamic hedging | Hedging effectiveness | Forecasting | Hedging | Prognoseverfahren | Forecasting model |
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