Estimating Optimal Hedge Ratio with Unknown Structural Breaks
| Year of publication: |
2010-10
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | Optimal Hedge Ratio | Multiple Breaks | US | UK |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; G32 - Financing Policy; Capital and Ownership Structure |
| Source: |
Persistent link: https://www.econbiz.de/10008605843