Riskiness-minimizing spot-futures hedge ratio

Journal

Journal of Banking and Finance

Journal Volume

40

Journal Issue

1

Pages

154-164

Date Issued

2014

Author(s)

DOI

10.1016/j.jbankfin.2013.11.038

URI

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84890880087&doi=10.1016%2fj.jbankfin.2013.11.038&partnerID=40&md5=bf11b9f6679c26778d8895955cf75c1f

https://scholars.lib.ntu.edu.tw/handle/123456789/526234

Type

journal article