Narrow search
Showing 1 - 3 of 3
Cover Image
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M. - In: The journal of futures markets 15 (1995) 5, pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
Cover Image
The hedge ratio : an exact test of the random walk hypothesis
Geppert, John M. - In: Journal of the Midwest Finance Association 20 (1991), pp. 96-106
Persistent link: https://www.econbiz.de/10001172970
Cover Image
Do tax-exempt yields adjust slowly to substantial changes in taxable yields?
Dudney, Donna; Geppert, John M. - In: The journal of futures markets 28 (2008) 8, pp. 763-789
Persistent link: https://www.econbiz.de/10003746346