The hedge ratio and the empirical relationship between the stock and futures markets: a new approach using wavelet analysis

Francis Haeuck In, Sangbae Kim

    Research output: Contribution to journalArticleResearchpeer-review

    135 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)799 - 820
    Number of pages22
    JournalJournal of Business
    Issue number2
    Publication statusPublished - 2006

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