Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Donald Lien, Li Yang
| Year of publication: |
2008
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Li, Yang |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 2, p. 187-198
|
| Subject: | Hedging | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Welt | World | 1980-1999 |
| 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://ebvufind01.dmz1.zbw.eu/10003647092