Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
Year of publication: |
1991
|
---|---|
Authors: | Malliaris, Anastasios G. |
Other Persons: | Urrutia, Jorge L. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 1, p. 55-68
|
Subject: | Index-Futures | Index futures | Währungsderivat | Currency derivative | Hedging | Theorie | Theory | USA | United States | 1980-1988 |
-
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald, (1993)
-
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L., (1997)
-
Krull, Steven Brian, (1992)
- More ...
-
European stock market fluctuations : short and long term links
Malliaris, Anastasios G., (1996)
-
Oil and world stock markets' reaction to the Gulf Crisis
Malliaris, Anastasios G., (1996)
-
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G., (1998)
- More ...