The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100150210264
Reference16 articles.
1. Hedging with stock index futures: Theory and application in a new market
2. Systematic risk, dividend yield and the hedging performance of stock index futures
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