@article{012c2118786b47d0bd7d004914bacb7d,
title = "Hedging efficiency: A futures exchange management approach",
keywords = "STOCK INDEX FUTURES, BASIS RISK, CURRENCY FUTURES, PERFORMANCE, MARKETS, VOLATILITY, ARBITRAGE, CONTRACTS, LIQUIDITY, OPTIONS",
author = "Pennings, {Joost M.E.} and Meulenberg, {Matthew T.G.}",
year = "1997",
month = aug,
doi = "10.1002/(SICI)1096-9934(199708)17:5<599::AID-FUT5>3.0.CO;2-A",
language = "English",
volume = "17",
pages = "599--615",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "John Wiley & Sons Inc.",
number = "5",
}