Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis

Asia-Pacific Financial Markets

Volumn 8, Issue 3, 2001, Pages 237-258

  Sim, Ah Boon ^a   Zurbruegg, Ralf ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Dynamic hedging; Futures markets

Indexed keywords

EID: 8644257870     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016268419530     Document Type: Article

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