Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

Transportation Research Part E: Logistics and Transportation Review

Volumn 36, Issue 4, 2000, Pages 229-248

  Kavussanos, Manolis G ^a   Nomikos, Nikos K ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; CONTRACTS; COVARIANCE MATRIX; ERROR CORRECTION; FINANCIAL MARKETS; WOODEN FENCES;

BIVARIATE; CORRECTION TERMS; ERRORS CORRECTION; EXCHANGE MARKETS; FREIGHT RATES; HEDGE RATIO; PERFORMANCE; TIME VARYING; TIME VARYING HEDGE RATIOS; TIME-CONSTANTS;

SPECIFICATIONS;

FREIGHT TRANSPORT; SHIPPING;

EID: 0033823912     PISSN: 13665545     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1366-5545(99)00029-0     Document Type: Article

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