Work

Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis

Year: 2005

Type: article

Source: Journal of Multinational Financial Management

DOI: 10.1016/j.mulfin.2005.09.002

Authors: Francis In, Sangbae Kim

Institutions: Monash University, Kyungpook National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1986763370

FWCI: 0.57

Cites: 51

Cited by: 45

Related to: 10