Hedging effectiveness of U.S. treasury bond futures against equity market volatility: A COPULA-ADCC-multivariate GARCH approach

Author(s)
Date Issued
2025
Conference
Citation
Yau, M. L., Lee, S. K., & Woo, K. Y. (11 Jul 2025). Hedging effectiveness of U.S. treasury bond futures against equity market volatility: A COPULA-ADCC-multivariate GARCH approach. The Second International Conference on Hong Kong Studies from a Cross-Disciplinary Perspective, Hong Kong Shu Yan University.
URI
Type
Conference Paper
Availability at HKSYU Library
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