Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

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@article{e7b716b759c747529e5149addc8a7016,

title = "Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies",

author = "Malliaris, {A. G.} and Jorge Urrutia",

year = "1991",

month = feb,

doi = "10.1002/fut.3990110106",

language = "English",

volume = "11",

pages = "55--68",

journal = "Journal of Futures Markets",

issn = "0270-7314",

number = "1",

}

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AU - Malliaris, A. G.

AU - Urrutia, Jorge

PY - 1991/2

Y1 - 1991/2

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U2 - 10.1002/fut.3990110106

DO - 10.1002/fut.3990110106

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AN - SCOPUS:84978574231

SN - 0270-7314

VL - 11

SP - 55

EP - 68

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 1

ER -