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~person:"Lee, Cheng F."
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Hedging
13
Index futures
5
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USA
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Lee, Cheng F.
Scheide, Joachim
715
Gern, Klaus-Jürgen
547
Nierhaus, Wolfgang
510
Boss, Alfred
425
Jannsen, Nils
365
Kooths, Stefan
356
Boysen-Hogrefe, Jens
328
Meier, Carsten-Patrick
318
Groll, Dominik
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Kuntze, Oscar-Erich
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Wohlrabe, Klaus
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Kose, M. Ayhan
210
Brautzsch, Hans-Ulrich
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Lindner, Axel
188
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183
Broll, Udo
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Holtemöller, Oliver
180
Ludwig, Udo
172
Stolzenburg, Ulrich
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Russ, Hans G.
168
Dovern, Jonas
162
Abberger, Klaus
159
Döpke, Jörg
158
Loose, Brigitte
149
Oskamp, Frank
148
Langfeldt, Enno
143
Fiedler, Salomon
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Grömling, Michael
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Zeddies, Götz
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Christiano, Lawrence J.
139
Lehmann, Robert
134
Schatz, Klaus-Werner
133
Kamps, Christophe
127
Wollmershäuser, Timo
127
Marterbauer, Markus
121
Dreger, Christian
120
Sander, Birgit
120
Hauber, Philipp
119
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The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Review of Pacific Basin financial markets and policies
2
Advances in futures and options research : a research annual
1
Review of quantitative finance and accounting
1
Staff memoranda / Research Department for Review and Comment, Federal Reserve Bank of Chicago : a series of occasional papers in draft form prepared by members of the Research Department for Review and Comment
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ECONIS (ZBW)
13
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1
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
2
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-lai
;
Chen, Mei-ling
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
Saved in:
3
Hedging and optimal hedge ratios for international index futures markets
Lee, Cheng F.
;
Wang, Kehluh
;
Chen, Yan Long
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
Saved in:
4
An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
5
An intertemporal CAPM approach to evaluate mutual fund performance
Chang, Jow-ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
20
(
2003
)
4
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001773915
Saved in:
6
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
7
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
8
Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
Saved in:
9
A new measure to compare the hedging effectiveness of foreign currency futures versus options
Hsin, Chin-wen
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 685-707
Persistent link: https://www.econbiz.de/10001171306
Saved in:
10
Alternative instruments for hedging inflation risk in the banking industry
Koppenhaver, Gary D.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10001149670
Saved in:
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