Hedging effeciveness of cross-listend Nifty index futures
K. Kiran Kumar and Shreya Bose
| Year of publication: |
2019
|
|---|---|
| Authors: | Kumar, K. Kiran ; Bose, Shreya |
| Subject: | Stock index futures | optimal hedging strategies | MGARCH | Index-Futures | Index futures | Hedging | Derivat | Derivative | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2194565919500118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201237