Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market

Research output: Contribution to journal › Article › Professional

Original language	English
Peer-reviewed scientific journal	The ICFAI Journal of Derivatives Markets
Volume	IV
Issue number	2
Pages (from-to)	22-30
Publication status	Published - 2007
MoE publication type	D1 Article in a trade journal

OpenUrl availability

@article{4e8ce15620274f699e2e0754dd9cfc17,

title = "Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market",

author = "Sheraz Ahmed",

year = "2007",

language = "English",

volume = "IV",

pages = "22--30",

journal = "The ICFAI Journal of Derivatives Markets",

publisher = "I C F A I University Press",

number = "2",

}