NEGATIVE CORRELATION BETWEEN STOCK AND FUTURES RETURNS: AN UNEXPLOITED HEDGING OPPORTUNITY?

Parantap Basu and William Gavin ()

Bulletin of Economic Research, 2017, vol. 69, issue 3, 209-215

Date: 2017
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Working Paper: Negative Correlation between Stock and Futures Returns: An Unexploited Hedging Opportunity? (2010)
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