A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Moawia Alghalith; Christos Floros; Ricardo Lalloo
| Year of publication: |
2015
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|---|---|
| Authors: | Alghalith, Moawia ; Floros, Christos ; Lalloo, Ricardo |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 2, p. 190-196
|
| Subject: | Futures | Basis risk | Dynamic hedging | FTSE-100 | S&P 500 | Hedging | Derivat | Derivative | Warenbörse | Commodity exchange | Theorie | Theory | Index-Futures | Index futures | Rohstoffderivat | Commodity derivative | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010514019