FUTURES HEDGE RATIOS: A REVIEW

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CHEN S.S.; LEE C.F.; SHRESTHA K.

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Journal Paper

Paper Information

Journal: QUARTERLY REVIEW OF ECONOMICS AND FINANCE Year:2003 | Volume:43 | Issue:3 Page(s): 433-465

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Information Journal Paper

Title

FUTURES HEDGE RATIOS: A REVIEW

Author(s)

CHEN S.S. | LEE C.F. | SHRESTHA K. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

OPTIMAL HEDGE RATIO FOR GOLD COIN FUTURES CONTRACTS TRADED IN IRAN MERCANTILE EXCHANGE (IME)
OPTIMUM EXCHANGE RATE CROSS HEDGING RATIO USING GOLD FUTURE CONTRACTS IN IRAN FINANCIAL MARKET
HEDGING THROUGH GOLD COIN FUTURES MARKET USING MEAN EXTENDED GINI (MEG) COEFFICIENT APPROACH: THE CASE OF IRAN MERCANTILE EXCHANGE (IME)

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APA: Copy

CHEN, S.S., LEE, C.F., & SHRESTHA, K.. (2003). FUTURES HEDGE RATIOS: A REVIEW. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 43(3), 433-465. SID. https://sid.ir/paper/611733/en

Vancouver: Copy

CHEN S.S., LEE C.F., SHRESTHA K.. FUTURES HEDGE RATIOS: A REVIEW. QUARTERLY REVIEW OF ECONOMICS AND FINANCE[Internet]. 2003;43(3):433-465. Available from: https://sid.ir/paper/611733/en

IEEE: Copy

S.S. CHEN, C.F. LEE, and K. SHRESTHA, “FUTURES HEDGE RATIOS: A REVIEW,” QUARTERLY REVIEW OF ECONOMICS AND FINANCE, vol. 43, no. 3, pp. 433–465, 2003, [Online]. Available: https://sid.ir/paper/611733/en

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