The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets
This study evaluates the use of futures contracts for precious metals to hedge against stock market risks and their hedging effectiveness on the Indonesian Stock Exchange (IDX) and the Kuala Lumpur Stock Exchange (KLSE). This study found that gold was the most effective hedging instrument, since it...
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| Huvudupphov: | , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
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Universitas Gadjah Mada
2017-08-01
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| Serie: | Gadjah Mada International Journal of Business |
| Ämnen: | |
| Länkar: | https://jurnal.ugm.ac.id/gamaijb/article/view/26260 |
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