Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
No abstract is available for this item.
Volume (Year): 11 (1991)
Issue (Month): 1 (02)
|Contact details of provider:|| Web page: http://www.interscience.wiley.com/jpages/0270-7314/|
|Order Information:|| Web: http://www.blackwellpublishing.com/subs.asp?ref=0270-7314 Email: |
When requesting a correction, please mention this item's handle: RePEc:wly:jfutmk:v:11:y:1991:i:1:p:55-68. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or ()
If references are entirely missing, you can add them using this form.