Citation: Mg. Kavussanos et Nk. Nomikos, Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market, TRANSP R E, 36(4), 2000, pp. 229-248
Citation: Mg. Kavussanos et Nk. Nomikos, Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract, J FUT MARK, 20(8), 2000, pp. 775-801