Hedging with foreign currency denominated stock index futures : evidence from the MSCI Taiwan index futures market
Year of publication: |
2003
|
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Authors: | Wang, Changyun ; Low, Soon Sern |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 13.2003, 1, p. 1-17
|
Subject: | Index-Futures | Index futures | Hedging | Preiskonvergenz | Price convergence | ARCH-Modell | ARCH model | Taiwan | 1997-2000 |
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