The Fisher’s hedge hypothesis: what about homogeneity and stability properties?

Malika Neifar and Amira Harzallah

Journal of Derivatives and Quantitative Studies: 선물연구, 2024, vol. 32, issue 4, 344-370

Abstract: Keywords: Fisher hypothesis, Time series, Cross-sectional, Panel data, 2008 global financial crisis, Covid 19 outbreak, Stability and homogeneity of hedging property, E44, G11, G15

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-07-2024-0028

DOI: 10.1108/JDQS-07-2024-0028

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