Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
D. E. Allen ...
| Year of publication: |
2002
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|---|---|
| Authors: | Allen, David E. ; McDonald, Garry A. ; Walsh, D. ; Walsh, K. |
| Published in: |
Financial risk and financial risk management ; 16. - Amsterdam [u.a.] : Jai Press, ISBN 0-7623-0858-3. - 2002, p. 189-214
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| Subject: | Australien | Australia | Derivat | Derivative | Hedging | VAR-Modell | VAR model | Kointegration | Cointegration | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturangaben In: Financial risk and financial risk management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755643