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

Francis Haeuck In, Sangbae Kim

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@article{903291f9cd1a4f4b8c2d3534641f209b,

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

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

year = "2006",

doi = "10.1086/499138",

language = "English",

volume = "79",

pages = "799 -- 820",

journal = "The Journal of Business",

issn = "0021-9398",

publisher = "The University of Chicago Press",

number = "2",

}

TY - JOUR

T1 - The hedge ratio and the empirical relationship between the stock and futures markets: a new approach using wavelet analysis

AU - In, Francis Haeuck

AU - Kim, Sangbae

PY - 2006

Y1 - 2006

UR - https://www.scopus.com/pages/publications/33644623204

U2 - 10.1086/499138

DO - 10.1086/499138

M3 - Article

SN - 0021-9398

VL - 79

SP - 799

EP - 820

JO - The Journal of Business

JF - The Journal of Business

IS - 2

ER -