• Title of article

    Cointegration and the optimal hedge ratio: the general case

  • Author/Authors

    Donald Lien، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    5
  • From page
    654
  • To page
    658
  • Keywords
    Cointegration , Optimal hedge ratio , Hedging effectiveness
  • Journal title
    Quarterly Review of Economics and Finance
  • Serial Year
    2004
  • Journal title
    Quarterly Review of Economics and Finance
  • Record number

    178452

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178452