Correlation asymmetry and implication on hedging

Correlation asymmetry and implication on hedging

Trabelsi, Abdelwahed, Ennabli, Asma
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Volume:
6
Year:
2017
Journal:
International Journal of Financial Markets and Derivatives
DOI:
10.1504/ijfmd.2017.086746
File:
PDF, 706 KB
2017
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