Browsing College of Business and Law by Subject "Hedging effectiveness;"

DSpace/Manakin Repository

  • You are here:
  • >
  • >

Browsing College of Business and Law by Subject "Hedging effectiveness;"

Sort by: Order: Results:

  • Cotter, John ; Hanly, Jim (University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-08)
    This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over ...

Search Research Repository


Advanced Search

Browse

Statistics