Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/17520840701859856
Reference13 articles.
1. A Capital Asset Pricing Model with Time-Varying Covariances
2. Estimation of the Optimal Futures Hedge
3. Hedging with the Nikkei index futures: The convential model versus the error correction model
4. Ex ante hedge ratios and the hedging effectiveness of the FTSE-100 stock index futures contract
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