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

SHENG-SYAN CHENLee, Cheng-fewCheng-fewLeeKeshab Shrestha2018-09-102018-09-102004-04http://scholars.lib.ntu.edu.tw/handle/123456789/311228application/pdfapplication/pdfAn Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-run Hedge Ratiosjournal article10.1002/fut.10121