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International Hedge Ratios for Index Futures Market:: A Simultaneous Equations Approach.

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Title: International Hedge Ratios for Index Futures Market:: A Simultaneous Equations Approach.
Authors: Lee, Cheng-Few1, Lin, Fu-Lai2 fllin0113@gmail.com, Chen, Mei-Ling3
Source: Review of Pacific Basin Financial Markets & Policies. Jun2010, Vol. 13 Issue 2, p203-213. 11p. 4 Charts.
Database: Business Source Ultimate
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An: 51282336
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PubType: Academic Journal
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1142/S0219091510001913
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      – Code: eng
        Text: English
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        PageCount: 11
        StartPage: 203
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      – TitleFull: International Hedge Ratios for Index Futures Market:: A Simultaneous Equations Approach.
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            NameFull: Lee, Cheng-Few
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            NameFull: Lin, Fu-Lai
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            NameFull: Chen, Mei-Ling
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              Text: Jun2010
              Type: published
              Y: 2010
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              Value: 13
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            – TitleFull: Review of Pacific Basin Financial Markets & Policies
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