Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

Juan Angel Lafuente and Alfonso Novales

Journal of Banking & Finance, 2003, vol. 27, issue 6, 1053-1078

Date: 2003
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Working Paper: Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market (2002)
Working Paper: Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market (2000)
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