Hedging Efficiency: A Futures Exchange Management Approach.

J.M.E. Pennings, M.T.G. Meulenberg

Research output: Contribution to journal › Article › Academic › peer-review

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@article{26c143511e2242d1be6cd3b417294a0c,

title = "Hedging Efficiency: A Futures Exchange Management Approach.",

author = "J.M.E. Pennings and M.T.G. Meulenberg",

year = "1997",

doi = "10.1002/(SICI)1096-9934(199708)17:5<599::AID-FUT5>3.0.CO;2-A",

language = "English",

volume = "17",

pages = "599--615",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley",

number = "5",

}

TY - JOUR

T1 - Hedging Efficiency: A Futures Exchange Management Approach.

AU - Pennings, J.M.E.

AU - Meulenberg, M.T.G.

PY - 1997

Y1 - 1997

U2 - 10.1002/(SICI)1096-9934(199708)17:5<599::AID-FUT5>3.0.CO;2-A

DO - 10.1002/(SICI)1096-9934(199708)17:5<599::AID-FUT5>3.0.CO;2-A

M3 - Article

SN - 0270-7314

VL - 17

SP - 599

EP - 615

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 5

ER -