A comparison of measures of hedging effectiveness: a case study using the Australian All Ordinaries Share Price Index Futures contract
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Hedge performance of SPX index options and S&P 500 futures;Benet;J. Futures Markets,1995
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3. Davidson, R., Mackinnon, J.G., 1993. Estimation and Inference in Econometrics. Oxford University Press: New York.
4. Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies;de Jong;J. Futures Markets,1997
5. The hedging performance of the new futures markets;Ederington;J. Finance,1979
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