Work

Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

Year: 1991

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990110106

Authors: A. G. Malliaris, Jorge Urrutia

Institution: Loyola University Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2064148264

FWCI: 5.341

Cites: 37

Cited by: 34

Related to: 10