مرکز منطقه ای اطلاع رساني علوم و فناوري - Cross- and delta-hedges: Regression- versus price-based hedge ratios

Title of article :

Cross- and delta-hedges: Regression- versus price-based hedge ratios

Author/Authors :

Piet Sercu، نويسنده , , Xueping Wu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

735

To page :

757

Keywords :

Delta , Exchange rates , Hedging , Futures , Cross

Journal title :

Journal of Banking and Finance

Serial Year :

2000

Journal title :

Journal of Banking and Finance

Record number :

193182

Link To Document :