Hedging with stock index futures: Theory and application in a new market-Reference-Cited by-同舟云学术

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Hedging with stock index futures: Theory and application in a new market

Published:1985 Issue:2 Volume:5 Page:183-199
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Figlewski Stephen

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference11 articles.

1. and (1981): “Cross-Hedging,” Journal of Political Economy, December: 1182–1196.

2. Chicago Mercantile Exchange. (1982): Inside S&P 500 Stock Index Futures.

3. and (1983): “Taxes and the Pricing of Stock Index Futures,” Journal of Finance, June: 675–694.

4. (1979): “The Hedging Performance of the New Futures Markets,” Journal of Finance, March: 157–170.

5. (1984a): “Hedging Performance and Basis Risk in Stock Index Futures,” Journal of Finance, July: 657–669.

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