An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-run Hedge Ratios

Resource

Journal of Futures Markets 24 (4): 359-386

Journal

Journal of Futures Markets

Journal Issue

24

Pages

359-386

Date Issued

2004-04

Author(s)

Lee, Cheng-few

Keshab Shrestha

DOI

URI

Type

journal article