Hedging effectiveness of constant and time-varying hedge ratio in Indian commodity futures markets : evidence from the multi-commodity exchange
Year of publication: |
2011
|
---|---|
Authors: | Srinivasan, P. |
Published in: |
The IUP journal of financial economics. - Hyderabad : IUP Publ., ISSN 0972-9151, ZDB-ID 2614794-4. - Vol. 9.2011, 3, p. 7-27
|
Subject: | Rohstoffderivat | Commodity derivative | Hedging | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Indien | India | 2005-2010 |
-
Palamalai, Srinivasan, (2012)
-
Efficiency in Indian commodity market
Srivastava, Vinay K., (2013)
-
International linkage of the Indian commodity futures markets
Kumar, Brajesh, (2011)
- More ...
-
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets
Srinivasan, P., (2012)
-
An empirical analysis of foreign institutional investment and stock market returns in India
Srinivasan, P., (2010)
-
An empirical analysis of foreign institutional investment and stock market returns in India
Srinivasan, P., (2009)
- More ...