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Wang et al., 2010 - Google Patents

Hedge Ratio Stability and Hedging Effectiveness of Time‐Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis

Wang et al., 2010

Document ID
1748768765067703242
Author
Wang J
Hsu H
Publication year
Publication venue
Asia‐Pacific Journal of Financial Studies

External Links

Snippet

Hedge ratio stability is especially important because hedgers are likely to use the estimate of historical hedge ratios to hedge future positions of their portfolios. One main purpose of the present study is to examine hedge ratio stability during the Asian financial crisis and post …
Continue reading at onlinelibrary.wiley.com (other versions)

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