An Empirical Analysis of the Relationship Between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- And Long-Run Hedge Ratios

Journal of Futures Markets - United States
doi 10.1002/fut.10121
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Estimating the Hedge Ratios

CBU International Conference Proceedings
2016English

The Term Structure of Currency Hedge Ratios

SSRN Electronic Journal
2008English

Hedging Your Bets? — An Overview of the Legal Aspects of Hedge Funds

Hungarian Journal of Legal Studies
Law
2017English

The Diversification Benefits of Hedge Funds and Funds of Hedge Funds

Derivatives Use, Trading & Regulation
2007English

Analysis of Optimal Hedge Ratio and Hedging Effectiveness in Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) Futures

2018English

Clustering Time Series Data by SOM for the Optimal Hedge Ratio Estimation

2008English

The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

SSRN Electronic Journal
2013English

Input Demand and the Short- And Long-Run Employment Thresholds: An Empirical Analysis for the German Manufacturing Sector

German Economic Review
EconomicsEconometrics
2001English

An Empirical Analysis of the Relationship Between US and Colombian Long-Term Sovereign Bond Yields

2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy