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  Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
 
 
Title: Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
Author: Kavussanos, Manolis G
Nomikos, Nikos K
Appeared in: Transportation research. Part E, Logistics and transportation review
Paging: Volume 36 (2000) nr. 4 pages 20 p.
Year: 2000
Contents:
Publisher: Elsevier Science Ltd
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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