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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser, (2014)
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
Hatemi-J, Abdulnasser, (2005)
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser, (2006)