Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Taufiq Choudhry
| Year of publication: |
2009
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|---|---|
| Authors: | Choudhry, Taufiq |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 1/2, p. 58-65
|
| Subject: | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | Hedging | ARCH-Modell | ARCH model | USA | United States | 1980-2004 |
| 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://www.econbiz.de/10003850310