International hedge ratios for index futures market : a simultaneous equations approach
Cheng-Few Lee, Fu-Lai Lin, and Mei-Ling Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Cheng F. ; Lin, Fu-Lai ; Chen, Mei-Ling |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1637-1647
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| Subject: | Hedge ratio | Cross-country linkage | Simultaneous equation model | Three-stage least squares estimation | Hedging | Schätztheorie | Estimation theory | Index-Futures | Index futures | Mehrgleichungsmodell | Multiple equation model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046861