Multiscale hedge ratio between the Australian stock and futures markets: evidence from wavelet analysis

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	411 - 423
Number of pages	13
Journal	Journal of Multinational Financial Management
Volume	16
Issue number	4
DOIs	https://doi.org/10.1016/j.mulfin.2005.09.002
Publication status	Published - 2006

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title = "Multiscale hedge ratio between the Australian stock and futures markets: evidence from wavelet analysis",

author = "In, \{Francis Haeuck\} and Sangbae Kim",

year = "2006",

doi = "10.1016/j.mulfin.2005.09.002",

language = "English",

volume = "16",

pages = "411 -- 423",

journal = "Journal of Multinational Financial Management",

issn = "1042-444X",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - Multiscale hedge ratio between the Australian stock and futures markets: evidence from wavelet analysis

AU - In, Francis Haeuck

AU - Kim, Sangbae

PY - 2006

Y1 - 2006

U2 - 10.1016/j.mulfin.2005.09.002

DO - 10.1016/j.mulfin.2005.09.002

M3 - Article

SN - 1042-444X

VL - 16

SP - 411

EP - 423

JO - Journal of Multinational Financial Management

JF - Journal of Multinational Financial Management

IS - 4

ER -