Kathleen D. Walsh

University of New South Wales (UNSW) - Finance and Accounting

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

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757

CITATIONS

0

Scholarly Papers (1)

1.

Using Regression Techniques to Estimate Futures Hedge Ratios, Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures

Edith Cowan Finance & Business Economics Working Paper
Number of pages: 49 Posted: 01 Oct 2001
School of Mathematics and Statistics, The University of Sydney, Curtin University - School of Economics and Finance, University of New South Wales (UNSW) - Finance and Accounting and Sydney Office
Downloads 757 (31,915)

Abstract:

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Hedge ratios, cointegration, panel analysis