What technique is commonly used to estimate the hedge ratio? What statistical measure is an indicator of

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What technique is commonly used to estimate the hedge ratio? What statistical measure is an indicator of the confidence that should be placed in the estimated hedge ratio? What is the interpretation if the estimated hedge ratio is greater than 1? Less than 1?
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Financial Institutions Management A Risk Management Approach

ISBN: 978-0071051590

8th edition

Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders

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