مرکز منطقه ای اطلاع رساني علوم و فناوري - Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

Title of article :

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

Author/Authors :

Manolis G. Kavussanos، نويسنده , , Nikos K. Nomikos، نويسنده ,

Issue Information :

دوهفته نامه با شماره پیاپی سال 2000

Pages :

From page :

229

To page :

248

Journal title :

Transportation Research Part E

Serial Year :

2000

Journal title :

Transportation Research Part E

Record number :

132100

Link To Document :