Listar COFIN_Articles por autoría "bb654c95-0d94-4b3a-94cf-49a44dfd4db3"
Mostrando ítems 1-1 de 1
-
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. ...