The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Donald Lien and Mei Zhang
| Year of publication: |
2008
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|---|---|
| Authors: | Lien, Donald ; Zhang, Mei |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 24.2008, p. 301-320
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009943535