Hedging effectiveness for international index futures markets
This paper investigates the hedging effectiveness of the International Index Futures Markets using daily settlement prices for the period 4 January 2010 to 31 December 2015. Standard OLS regressions, Error Correction Model (ECM), as well as Autoregressive Distributed Lag (ARDL) cointegration model a...
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Riga Technical University Press
2018-07-01
|
| Collection: | Economics and Business |
| Sujets: | |
| Accès en ligne: | https://doi.org/10.2478/eb-2018-0012 |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|