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dc.contributor.authorRipple, Ronald
dc.contributor.authorMoosa, I.
dc.date.accessioned2017-01-30T13:27:23Z
dc.date.available2017-01-30T13:27:23Z
dc.date.created2014-10-08T03:10:42Z
dc.date.issued2007
dc.identifier.citationRipple, R. and Moosa, I. 2007. Hedging effectiveness and futures contract maturity: the caseof NYMEX crude oil futures. Applied Financial Economics. 17: pp. 683-689.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/31791
dc.publisherRoutledge Taylor & Francis Group
dc.titleHedging effectiveness and futures contract maturity: the caseof NYMEX crude oil futures
dc.typeJournal Article
dcterms.source.volume17
dcterms.source.startPage683
dcterms.source.endPage689
dcterms.source.issn09603107
dcterms.source.titleApplied Financial Economics
curtin.accessStatusFulltext not available


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