Time-varying optimal hedge ratios of foreign currency futures
Year of publication: |
1996
|
---|---|
Authors: | Parhizgari, Ali M. |
Other Persons: | Chunhachinda, Pornchai (contributor) |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 10.1996, 2, p. 325-332
|
Subject: | Währungsderivat | Currency derivative | Zeitökonomie | Economy of time | Schätztheorie | Estimation theory | Pfund Sterling | Pound Sterling | Deutsche Mark | Schweizer Franken | Swiss franc | Yen | Theorie | Theory | 1984-1988 | 1988-1989 |
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