## Abstract In this paper we describe a new approach for determining timeβvarying minimum variance hedge ratio in stock index futures markets by using Markov Regime Switching (MRS) models. The rationale behind the use of these models stems from the fact that the dynamic relationship between spot an
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Stock returns and inflation in Greece: A Markov switching approach
β Scribed by George Hondroyiannis; Evangelia Papapetrou
- Book ID
- 116868911
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 202 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1058-3300
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