| Original language | English |
|---|---|
| Peer-reviewed scientific journal | The ICFAI Journal of Derivatives Markets |
| Volume | IV |
| Issue number | 2 |
| Pages (from-to) | 22-30 |
| Publication status | Published - 2007 |
| MoE publication type | D1 Article in a trade journal |
Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market
Sheraz Ahmed
Research output: Contribution to journal › Article › Professional