Hedging effectiveness in the index futures market

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Volumn , Issue , 2010, Pages 97-113

  Copeland, Laurence ^a   Zhu, Yanhui ^b  

^a CARDIFF UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF THE WEST OF ENGLAND   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; WOODEN FENCES;

COST OF CARRIES; DAILY DATUM; GJR-GARCH MODELS; MAJOR INDEX; OPTIMAL HEDGE RATIO;

FINANCIAL MARKETS;

EID: 85015928535     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1057/9780230295223     Document Type: Chapter

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