Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

Elizabeth Ann Maharaj, Imad Ahmed Moosa, Jonathan Graeme Dark, Paramsothy Silvapulle

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)213 - 230
Number of pages18
JournalInternational Journal of Business and Economics
Volume7
Issue number3
Publication statusPublished - 2008

Cite this

@article{27834b5fd29d45a8809d2b359174a59f,
title = "Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?",
author = "Maharaj, {Elizabeth Ann} and Moosa, {Imad Ahmed} and Dark, {Jonathan Graeme} and Paramsothy Silvapulle",
year = "2008",
language = "English",
volume = "7",
pages = "213 -- 230",
journal = "International Journal of Business and Economics",
issn = "1607-0704",
number = "3",

}

Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness? / Maharaj, Elizabeth Ann; Moosa, Imad Ahmed; Dark, Jonathan Graeme; Silvapulle, Paramsothy.

In: International Journal of Business and Economics, Vol. 7, No. 3, 2008, p. 213 - 230.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

AU - Maharaj, Elizabeth Ann

AU - Moosa, Imad Ahmed

AU - Dark, Jonathan Graeme

AU - Silvapulle, Paramsothy

PY - 2008

Y1 - 2008

M3 - Article

VL - 7

SP - 213

EP - 230

JO - International Journal of Business and Economics

JF - International Journal of Business and Economics

SN - 1607-0704

IS - 3

ER -