The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures
Taufiq Choudhry
| Year of publication: |
2004
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|---|---|
| Authors: | Choudhry, Taufiq |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 13.2004, 4, p. 371-385
|
| Subject: | Hedging | Index-Futures | Index futures | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
| 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/10002222885