Listar COFIN_Articles por fuente "Journal of Futures Markets, 29, 11, p. 1050–1066"
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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, ...