Spot asset carry cost rates and futures hedge ratios
Crossref DOI link: https://doi.org/10.1007/s11156-022-01037-z
Published Online: 2022-02-03
Published Print: 2022-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leistikow, Dean
Chen, Ren-Raw
Xu, Yuewu
Text and Data Mining valid from 2022-02-03
Version of Record valid from 2022-02-03
Article History
Accepted: 30 December 2021
First Online: 3 February 2022