Realized hedge ratio properties, performance and implications for risk management : evidence from the Spanish IBEX 35 spot and futures markets
David G. McMillan; Raquel Quiroga Garcia
| Year of publication: |
2010
|
|---|---|
| Authors: | McMillan, David G. ; Garcia, Raquel Quiroga |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 4, p. 33-48
|
| Subject: | Hedging | Futures | Index-Futures | Index futures | Spotmarkt | Spot market | 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/10003995403