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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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Selection of an index for stock index futures
Thiripalraju, M. (contributor) - In: Advances in Pacific Basin financial markets 5 (1999), pp. 93-109
Persistent link: https://www.econbiz.de/10001493503
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Evaluation of Hedging Effectiveness for CNX Bank and Nifty Index Futures
Prasanna Kumar, B. - 2012
The hedging effectiveness for bank futures and CNX nifty are evaluated in this study. The study is based on 9569 … correlation GARCH (1, 1) hedging methods are estimated and compared. Result shows that constant correlation GARCH (1, 1) is an … efficient hedging method that maximizes investors' utility function considering transaction costs. Therefore, investors can rely …
Persistent link: https://www.econbiz.de/10013115363
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Water-scarce economies and scarcity values : can water futures trading combat water scarcity?
Ghosh, Nilanjan - 2022
Persistent link: https://www.econbiz.de/10013185249
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Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar - In: The journal of asset management 17 (2016) 6, pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
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An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy
Mohanti, Debaditya; Priyan, P. K. - In: Paradigm : the journal of Institute of Management Technology 18 (2014) 2, pp. 221-237
Persistent link: https://www.econbiz.de/10011760603
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Estimation of Constant and Time-Varying Hedge Ratios for Indian Stock Index Futures Market : Evidence from the National Stock Exchange
Srinivasan, P. - 2012
This paper investigates the hedging effectiveness of the S&P CNX Nifty index futures by employing four competing models …
Persistent link: https://www.econbiz.de/10014174201
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Price discovery in the Indian stock index futures market
Ranajee; Pathak, Rajesh - In: The empirical economics letters : a monthly … 17 (2018) 11, pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
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Dynamic linkages between Singapore and NSE listed NIFTY Futures and NIFTY spot markets
Kotha, Kiran Kumar; Bose, Shreya - In: The journal of prediction markets 10 (2016) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011904882