๐”– Bobbio Scriptorium
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Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

โœ Scribed by A. G. Malliaris; Jorge Urrutia


Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
712 KB
Volume
11
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


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Beta-Moan-0.84118 STD -2 7 0 6 8 STD = 0.00570 0 9, Beta -Moan -0.94924 STD -0.06408 -Jj l ' I ' I ' I ' / ' l ' l ' I ' l ' l ' I ' l ' 1 ' I B Four-Week Ex Post Hedging Horizon 26 Week Estimation Period