Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market

Journal of Multinational Financial Management

Volumn 13, Issue 1, 2003, Pages 1-17

  Wang, Changyun ^a   Low, Soon Sern ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Singapore Airlines Ltd   (Singapore)

Author keywords

GARCH model; Hedging; Market interdependence; Stock index futres

Indexed keywords

EID: 0037290751     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-444X(02)00020-8     Document Type: Article

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