ListarDepartament: Finances i Comptabilitat por tema "hedging effectiveness"
Mostrando ítems 1-1 de 1
-
Liquidity and hedging effectiveness under futures mispricing: International evidence
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, ...