Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market

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Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	The ICFAI Journal of Derivatives Markets
Volym	IV
Nummer	2
Sidor (från-till)	22-30
Status	Publicerad - 2007
MoE-publikationstyp	D1 Artikel i en facktidskrift

OpenUrl-tillgänglighet

@article{4e8ce15620274f699e2e0754dd9cfc17,

title = "Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market",

author = "Sheraz Ahmed",

year = "2007",

language = "English",

volume = "IV",

pages = "22--30",

journal = "The ICFAI Journal of Derivatives Markets",

publisher = "I C F A I University Press",

number = "2",

}