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Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

✍ Scribed by Manolis G Kavussanos; Nikos K Nomikos

Book ID: 117764026
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 322 KB
Volume: 36
Category: Article
ISSN: 1366-5545
DOI: 10.1016/s1366-5545(99)00029-0

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