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    • openAccess   On the stationarity of futures hedge ratios 

      Degiannakis, Stavros; Floros, Christos; Salvador, Enrique; Vougas, Dimitrios Springer (2020-09-30)
      Stationarity of hedge ratios can be viewed as a frst step for portfolio hedging since it represents that the sensitivity of spot and Future returns follow a process whose main characteristics do not depend on time. ...