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Journal of Futures Markets
Volumn 25, Issue 11, 2005, Pages 1121-1126
A note on the superiority of the OLS hedge ratio
Author keywords

[No Author keywords available]
Indexed keywords

EID: 27344443276     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20172     Document Type: Article
Times cited : (41)
References (5)
  • 1
    • 84861265951 scopus 로고    scopus 로고
    • Cross-hedging effectiveness in emerging markets experiencing structural change
    • Australia National University
    • Bowman, C. (2004). Cross-hedging effectiveness in emerging markets experiencing structural change. Working paper, Australia National University. Retrieved from www.ssrn.com
    • (2004) Working Paper
    • Bowman, C.1
  • 2
    • 84977354474 scopus 로고
    • The hedging performance of the new futures markets
    • Ederington, L. H. (1979). The hedging performance of the new futures markets. Journal of Finance, 34, 157-170.
    • (1979) Journal of Finance , vol.34 , pp. 157-170
    • Ederington, L.H.1
  • 3
    • 0030524637 scopus 로고    scopus 로고
    • The effect of the cointegration relationship on futures hedging: A note
    • Lien, D. (1996). The effect of the cointegration relationship on futures hedging: A note. Journal of Futures Markets, 16, 773-780.
    • (1996) Journal of Futures Markets , vol.16 , pp. 773-780
    • Lien, D.1
  • 4
    • 17144424203 scopus 로고    scopus 로고
    • Cointegration and the optimal hedge ratio: The general case
    • Lien, D. (2004). Cointegration and the optimal hedge ratio: The general case. Quarterly Review of Economics and Finance, 44, 654-658.
    • (2004) Quarterly Review of Economics and Finance , vol.44 , pp. 654-658
    • Lien, D.1
  • 5
    • 17144393844 scopus 로고    scopus 로고
    • The sensitivity of optimal hedge ratio to model specification
    • Moosa, I. (2003). The sensitivity of optimal hedge ratio to model specification. Financial Letters, 1, 15-20.
    • (2003) Financial Letters , vol.1 , pp. 15-20
    • Moosa, I.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.