Aguenaou, Samir; Gwilym, Owain Ap; Rhodes, Mark - In: Journal of Futures Markets 31 (2011) 8, pp. 755-778
This study examines the characteristics and behavior of the demand for hedging, proxied by open interest, for the cross‐listed Euribor futures contract traded at Euronext‐LIFFE and Eurex. The study is unique in its investigation of the simultaneous determinants of open interest in a...