Will tighter futures price limits decrease hedge effectiveness? Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Banking & Finance

Time

Date/time value

  • 2012

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.jbankfin.2011.07.020

Additional Document Info

Parent Title

  • 23rd Australasian Finance and Banking Conference
  • JOURNAL OF BANKING & FINANCE

Volume

  • 36

Issue

  • 10

Publisher

  • Elsevier Science