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...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Riga Technical University Press
2018-07-01
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| Schriftenreihe: | Economics and Business |
| Schlagworte: | |
| Online-Zugang: | https://doi.org/10.2478/eb-2018-0012 |
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