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Hedging Performance and Basis Risk in Stock Index Futures
Author(s) -
FIGLEWSKI STEPHEN
Publication year - 1984
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1984.tb03654.x
Subject(s) - futures contract , session (web analytics) , corporation , index (typography) , citation , stock index futures , stock market , computer science , library science , economics , financial economics , stock market index , finance , world wide web , history , context (archaeology) , archaeology