Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle

Journal article

Mark G Castelino, Jack C Francis and Avner Wolf

The Financial review (Buffalo, N.Y.), Vol.26(2), pp.179-210

05/1991

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Title: Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle
Creators: Mark G Castelino - Rutgers, The State University of New Jersey
Jack C Francis - Baruch College
Avner Wolf - Baruch College
Publication Details: The Financial review (Buffalo, N.Y.), Vol.26(2), pp.179-210
Date published: 05/1991
Publisher: Blackwell Publishing Ltd
Number of pages: 32
Academic Unit: Finance and Economics (RBS)
Language: English
Resource Type: Journal article
Identifiers: 991031716222704646