Hedge ratio

Ratio of the value of futures contracts purchased or sold to the value of the cash commodity being hedged, a computation necessary to minimize basis risk.

The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration [An article from: International Review of Financial Analysis]

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A note on the relationship between industry returns and inflation through a multiscaling approach [An article from: Finance Research Letters]

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Options & Futures

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