Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
| Year of publication: |
2003
|
|---|---|
| Authors: | Lafuente, Juan A. ; Novales, Alfonso |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 27.2003, 6, p. 1053-1078
|