Listar COFIN_Articles por autoría "d8362203-f9e0-472f-a638-19a25dfb4b47"
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Liquidity and hedging effectiveness under futures mispricing: International evidence
Andani, A.; Lafuente-Luengo, Juan Angel; Novales, A. Wiley (2009)We analyze the hedging effectiveness of positions that replicate stock indexes using corresponding futures contracts through the application of a dynamic, stochastic hedging strategy proposed by Lafuente, J. A. and Novales, ...