Title of article
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
Author/Authors
Juan A. Lafuente، نويسنده , , Alfonso Novales، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
26
From page
1053
To page
1078
Keywords
Optimal hedging , GARCH models , mispricing , Stock index , Futures contract
Journal title
Journal of Banking and Finance
Serial Year
2003
Journal title
Journal of Banking and Finance
Record number
193490
Link To Document