Hedge ratio

释义

权货比价，套换率；

Hedging with zero-value at risk hedge ratio
A note on the superiority of the OLS hedge ratio
A note on the superiority of the OLS hedge ratio
Short-run deviations and optimal hedge ratio: evidence from stock futures
Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*
A time varying, convergence adjusted, minimum risk futures hedge ratio
STOCK INDEX FUTURES HEDGING: HEDGE RATIO ESTIMATION, DURATION EFFECTS, EXPIRATION EFFECTS AND HEDGE RATIO STABILITY
Structural Models of Credit Risk are Useful:Evidence from Hedge Ratio on Corporate Bonds
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis