Negative correlation between stock and futures returns : an unexploited hedging opportunity?
Parantap Basu and William T. Gavin
| Year of publication: |
July 2017
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|---|---|
| Authors: | Basu, Parantap ; Gavin, William T. |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 69.2017, 3, p. 209-215
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| Subject: | futures | equity | hedging | beta | Hedging | Korrelation | Correlation | Derivat | Derivative | Betafaktor | Beta risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/boer.12090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743228