Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis

Journal of Multinational Financial Management

Volumn 16, Issue 4, 2006, Pages 411-423

  In, Francis ^a   Kim, Sangbae ^b  

^a MONASH UNIVERSITY   (Australia)

^b Kyungpook National University   (South Korea)

Author keywords

Futures market; Hedging effectiveness; Stock market; Wavelet analysis

Indexed keywords

EID: 33747856113     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2005.09.002     Document Type: Article

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