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Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
Author(s) -
Malliaris A. G.,
Urrutia Jorge
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110106
Subject(s) - futures contract , random walk , economics , financial economics , mathematics , statistics
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