Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX.
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| Title: | Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX. |
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| Authors: | Chen, Yu-Fen1 (AUTHOR) yfchen@mail.dyu.edu.tw, Lee, Cheng-Few2 (AUTHOR) cflee@business.rutgers.edu, Lin, Fu-Lai3 (AUTHOR) fllin@mail.dyu.edu.tw, Wu, Jing-Tang4 (AUTHOR) tangdyu@gmail.com |
| Source: | Review of Pacific Basin Financial Markets & Policies. Mar2025, Vol. 28 Issue 1, p1-18. 18p. |
| Database: | Business Source Ultimate |
| FullText | Links: – Type: pdflink Text: Availability: 0 |
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| Header | DbId: bsu DbLabel: Business Source Ultimate An: 185626491 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=185626491 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1142/S021909152550002X Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 18 StartPage: 1 Titles: – TitleFull: Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Chen, Yu-Fen – PersonEntity: Name: NameFull: Lee, Cheng-Few – PersonEntity: Name: NameFull: Lin, Fu-Lai – PersonEntity: Name: NameFull: Wu, Jing-Tang IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 03 Text: Mar2025 Type: published Y: 2025 Identifiers: – Type: issn-print Value: 02190915 Numbering: – Type: volume Value: 28 – Type: issue Value: 1 Titles: – TitleFull: Review of Pacific Basin Financial Markets & Policies Type: main |
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