Negative Correlation between Stock and Futures Returns: An Unexploited Hedging Opportunity?
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Other versions of this item:
- Parantap Basu & William T. Gavin, 2017. "Negative Correlation Between Stock And Futures Returns: An Unexploited Hedging Opportunity?," Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 209-215, July.
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Cited by:
- Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022. "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, vol. 25(C).
- Chanont Banternghansa & Michael W. McCracken, 2011.
"Real-time forecast averaging with ALFRED,"
Review, Federal Reserve Bank of St. Louis, vol. 93(Jan), pages 49-66.
- Chanont Banternghansa & Michael W. McCracken, 2010. "Real-time forecast averaging with ALFRED," Working Papers 2010-033, Federal Reserve Bank of St. Louis.
- Parantap Basu & William T. Gavin, 2011. "What explains the growth in commodity derivatives?," Review, Federal Reserve Bank of St. Louis, vol. 93(Jan), pages 37-48.
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