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Determination of optimal hedging strategy for index futures : evidence from Turkey
Olgun, Onur; Yetkiner, Hakan - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 68-79
Persistent link: https://www.econbiz.de/10009563066
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Estimation of constant and time-varying hedge rations for Indian stock index futures market : evidence form the national stock exchange
Srinivasan, P. - In: The IUP journal of applied finance : IJAF 17 (2011) 2, pp. 25-45
Persistent link: https://www.econbiz.de/10009009649
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The hedging effectiveness of stock index futures : evidence for the S&P CNX Nifty index traded in India
Pradhan, Kailash Chandra - In: South-east European journal of economics and business 6 (2011) 1, pp. 111-123
Persistent link: https://www.econbiz.de/10009558024
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Hedging strategy comparisons of volatility index options using diffusion models
Lin, Jun-Biao - In: The international journal of business and finance … 9 (2015) 3, pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
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Hedging with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey - In: Market risk and financial markets modeling, (pp. 63-72). 2012
Persistent link: https://www.econbiz.de/10009514454
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Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung; Hsu, Hsinan - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
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Robust estimation of the optimal hedge ratio
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816
Persistent link: https://www.econbiz.de/10001780635