Hedge ratio estimation and hedging effectiveness : the case of the S&P 500 stock index futures contract
Dimitris Kenourgios; Aristeidis Samitas; Panagiotis Drosos
| Year of publication: |
2008
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|---|---|
| Authors: | Kenourgios, Dimitris ; Samitas, Aristeidis ; Drosos, Panagiotis |
| Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises, ISSN 1466-8297, ZDB-ID 2059387-9. - Vol. 9.2008, 1/2, p. 121-134
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| Subject: | Hedging | Aktienindex | Stock index | Großbritannien | United Kingdom |
| 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/10003741204