Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
A. G. Malliaris ; Jorge Urrutia
| Year of publication: |
1991
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|---|---|
| Authors: | Malliaris, Anastasios G. |
| Other Persons: | Urrutia, Jorge L. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 1, p. 55-68
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| Subject: | Index-Futures | Index futures | Währungsderivat | Currency derivative | Hedging | Theorie | Theory | USA | United States | 1980-1988 |
| 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/10001101542