Using regression techniques to estimate futures hedge ratios, some results from alternitive approaches applied to Australian 10 year treasury bond futures
Document Type
Book Chapter
Publisher
JAI Press Inc
Faculty
Faculty of Business and Public Management
School
School of Accounting, Finance and Business Economics
RAS ID
783
Comments
Allen, D. E., MacDonald, G., Walsh, D., & Walsh, K. (2002). Using Regression Techniques to Estimate Futures Hedge Ratios, Some Results From Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures. . In: Financial Risk and Financial Risk Management (pp. 189-241). JAI Press Inc.