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Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
Kenourgios, Dimitris, Samitas, Aristeidis, Drosos, PanagiotisVolume:
9
Year:
2008
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2008.019316
File:
PDF, 828 KB
english, 2008