Does Market Volatility Affects Hedge Effectiveness? An Empirical Investigation of Time-Invariant and Time-Varying Hedges During Period of Financial Crisis in Indian Futures Market-Reference-Cited by-同舟云学术

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Does Market Volatility Affects Hedge Effectiveness? An Empirical Investigation of Time-Invariant and Time-Varying Hedges During Period of Financial Crisis in Indian Futures Market

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Rao S. V. D. Nageswara,Thakur Sanjay Kumar

Publisher

Elsevier BV

Reference48 articles.

1. Out -Of-Sample Hedging Effectiveness Of Currency Futures For Alternative Models and Hedging Strategy;Abe De;Journal of Futures Markets,1986

2. Using Derivatives in Major Currencies For CrossHedging Currency Risks;R Aggrwal;Journal of Futures Markets,1986

3. An Analysis of the Cross-sectional Impact of Option Trading Volume, Strike Price and Premium of Options on the Volatility of Underlying Stock Prices;D Bagchi;The ICFAI Journal of Derivatives Market,2006

4. Signaling in Indian Futures Market;P K Barik;The ICFAI Journal of Applied Finance,2005

5. Convergence-Adjusted Composite Hedging;A F Herbst;Journal of Financial Engineering,1994

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