Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

B-Tier
Journal: Journal of Banking & Finance
Year: 2003
Volume: 27
Issue: 6
Pages: 1053-1078

Authors (2)

Lafuente, Juan A. (Universitat Jaume I) Novales, Alfonso (Universidad Complutense de Mad...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:27:y:2003:i:6:p:1053-1078
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25