Speculative market efficiency and hedging effectiveness of emerging chinese index futures market

Journal of Transnational Management

Volumn 16, Issue 4, 2011, Pages 252-269

  Wen, Xiaoqian ^a   Wei, Yu ^a   Huang, Dengshi ^a  

^a SOUTHWEST JIAOTONG UNIVERSITY   (China)

Author keywords

Chinese index futures market; cointegration test; hedging effectiveness; speculative market efficiency; time varying Copula GARCH model

Indexed keywords

EID: 84859360057     PISSN: 15475778     EISSN: 15475786     Source Type: Journal    
DOI: 10.1080/15475778.2011.623989     Document Type: Article

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