Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

  1. Lafuente, J.A.
  2. Novales, A.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2003

Volume: 27

Issue: 6

Pages: 1053-1078

Type: Article

DOI: 10.1016/S0378-4266(02)00245-5 GOOGLE SCHOLAR
Data source: Scopus