Spot asset carry cost rates and futures hedge ratios
Year of publication: |
2022
|
---|---|
Authors: | Leistikow, Dean ; Chen, Ren-Raw ; Xu, Yuewu |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 58.2022, 4, p. 1741-1779
|
Subject: | Carry cost rate | Ex-ante futures hedge ratio | Ex-post hedge ratio | Hedging | Derivat | Derivative | Schätzung | Estimation | Währungsderivat | Currency derivative |
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