Generalized Optimal Hedge Ratio Estimation

Principles of Econometrics

1973 • 3,349 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

Unit Roots in Time Series Models: Tests and Implications

1986 • 421 citations

The optimal hedge ratio in unbiased futures markets

1984 • 153 citations

Issues in futures markets: A survey

1982 • 116 citations

A note on the hedging effectiveness of foreign currency futures

1981 • 78 citations