Evidence on hedging effectiveness in Indian derivatives market
Year of publication: |
2014
|
---|---|
Authors: | Kumar, Barik Prasanna ; Supriya, M. V. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 21.2014, 2, p. 121-131
|
Subject: | Hedging effectiveness | Constant correlation generalized auto-regressive conditional heteroscedasticity (1, 1) hedging method | Bank futures | CNX nifty | Indien | India | Hedging | Derivat | Derivative | ARCH-Modell | ARCH model |
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