Work

Hedging and Optimal Hedge Ratios for International Index Futures Markets

Year: 2009

Type: article

Source: Review of Pacific Basin Financial Markets and Policies

DOI: 10.1142/s0219091509001769

Authors: Cheng-Few Lee, Kehluh Wang, Yan Long Chen

Institutions: Rutgers, The State University of New Jersey, National Yang Ming Chiao Tung 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: W2116547404

FWCI: 1.691

Cites: 36

Cited by: 23

Related to: 10