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.
Aldizkaria:
Journal of Banking and Finance

ISSN: 0378-4266

Argitalpen urtea: 2003

Alea: 27

Zenbakia: 6

Orrialdeak: 1053-1078

Mota: Artikulua

DOI: 10.1016/S0378-4266(02)00245-5 GOOGLE SCHOLAR
Datuen iturria: Scopus