Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures

David Allen, Garry MacDonald, Kathleen Walsh () and D Walsh

Published Paper Series from Finance Discipline Group, UTS Business School, University of Technology, Sydney

Date: 2002-01-01
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Published in: Allen, D. E., MacDonald, G., Walsh, K. D. and Walsh, D. M., 2002, "Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures", Research in International Business and Finance, 16.

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