Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
Year of publication: |
2002
|
---|---|
Authors: | Allen, David E. ; McDonald, Garry A. ; Walsh, D. ; Walsh, K. |
Published in: |
Financial risk and financial risk management ; 16. - Amsterdam [u.a.] : Jai Press, ISBN 0-7623-0858-3. - 2002, p. 189-214
|
Subject: | Australien | Australia | Hedging | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Derivat | Derivative | Schätztheorie | Estimation theory | Zinsderivat | Interest rate derivative | Regressionsanalyse | Regression analysis |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturangaben In: Financial risk and financial risk management |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The pricing and efficiency of Australian treasury bond futures
Frino, Alex, (2014)
-
Ferguson, Robert, (2017)
-
Volatility indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav, (2020)
- More ...
-
Allen, David E., (1993)
-
The relationship between accounting returns and stock market returns : Australian evidence
Allen, David E., (1993)
-
Purchaising power parity : evidence from a new panel test
McDonald, Garry A., (2002)
- More ...