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

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