Research Article

Optimal Hedge Ratio Estimation and Effectiveness Using ARCD†

  1. Eleftheria Kostika1,
  2. Raphael N. Markellos2,*

Article first published online: 23 JAN 2012

DOI: 10.1002/for.1249

Additional Information

How to Cite

Kostika, E. and Markellos, R. N. (2012), Optimal Hedge Ratio Estimation and Effectiveness Using ARCD. J. Forecast.. doi: 10.1002/for.1249

Author Information

  1. 1

    Bank of Greece, Athens; and Department of Management Science and Technology, Athens University of Economics and Business, Greece

  2. 2

    Department of Management Science and Technology, Athens University of Economics and Business, Greece; and Centre for International Financial and Economic Research, Loughborough University, UK

* Raphael N. Markellos, Department of Management Science and Technology, Athens University of Economics and Business, Office 915, 47A Evelpidon St, 113 62 Athens, Greece. E-mail: rmarkel@aueb.gr

  1. †

    All views expressed belong to the authors and do not necessarily reflect the views of the Bank of Greece.

Publication History

  1. Article first published online: 23 JAN 2012
  2. Manuscript Accepted: 25 JUL 2011
  3. Manuscript Received: 28 JAN 2011

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