Ex ante hedging effectiveness of UK stock index futures contracts: Evidence for the FTSE 100 and FTSE mid 250 contracts

European Financial Management

Volumn 6, Issue 4, 2000, Pages 441-457

  Butterworth, Darren ^a   Holmes, Phil ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Ex ante hedging; Hedge ratio instability; ITC

Indexed keywords

EID: 8644230477     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00134     Document Type: Article

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