The hedging effectiveness of UK stock index futures contracts using an extended mean gini approach : evidence for the FTSE 100 and FTSE mid 250 contracts
by Phil Holmes and Darren Butterworth
| Year of publication: |
2001
|
|---|---|
| Authors: | Holmes, Phil ; Butterworth, Darren |
| Publisher: |
Durham : Univ., Dep. of Economics and Finance |
| Subject: | Hedging | Index-Futures | Index futures | Gini-Koeffizient | Gini coefficient | Börse | Bourse | Großbritannien | United Kingdom |
| Extent: | 27 S graph. Darst |
|---|---|
| Series: | Working paper. - Durham : Department of Economics and Finance, ZDB-ID 2962914-7. - Vol. 2001/9 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 20 - 21 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001641293