Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
Francis In and
Sangbae Kim
Journal of Multinational Financial Management, 2006, vol. 16, issue 4, 411-423
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1042-444X(05)00069-1
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:mulfin:v:16:y:2006:i:4:p:411-423
Access Statistics for this article
Journal of Multinational Financial Management is currently edited by I. Mathur and G. G. Booth
More articles in Journal of Multinational Financial Management from Elsevier
Bibliographic data for series maintained by Catherine Liu ().