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Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach
Salvador, Enrique, Aragó, VicentVolume:
34
Langue:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21598
Date:
April, 2014
Fichier:
PDF, 812 KB
english, 2014