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  • Search: subject:"futures hedge ratio"
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Year of publication
Subject
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carry cost rate 2 futures hedge ratio 2 Currency derivative 1 Derivat 1 Derivative 1 Hedging 1 Theorie 1 Theory 1 Währungsderivat 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Chen, Ren-Raw 2 Leistikow, Dean 2
Published in...
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Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Carry cost rate regimes and futures hedge ratio variation
Leistikow, Dean; Chen, Ren-Raw - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-17
This paper tests whether the traditional futures hedge ratio (hT) and the carry cost rate futures hedge ratio (hc) vary …
Persistent link: https://www.econbiz.de/10012611120
Saved in:
Cover Image
Carry cost rate regimes and futures hedge ratio variation
Leistikow, Dean; Chen, Ren-Raw - In: Journal of risk and financial management : JRFM 12 (2019) 2/78, pp. 1-17
This paper tests whether the traditional futures hedge ratio (hT) and the carry cost rate futures hedge ratio (hc) vary …
Persistent link: https://www.econbiz.de/10012022116
Saved in:
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