Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Roberto J. Santillán-Salgado, Luis Jacob Escobar y Francisco López-Herrera
| Alternative title: | Razones de cobertura óptima para el contrato futuro sobre el índice del mercado bursátil mexicano |
|---|---|
| Year of publication: |
2020
|
| Authors: | Santillán Salgado, Roberto Joaquín ; Escobar, Luis Jacob ; López Herrera, Francisco |
| Published in: |
Economía teoría y práctica. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-7481, ZDB-ID 2517303-0. - Vol. 28.2020, 53, p. 201-238
|
| Subject: | Futures contracts | hedging strategies | emerging derivatives markets | Hedging | Derivat | Derivative | Index-Futures | Index futures | ARCH-Modell | ARCH model | Mexiko | Mexico | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24275/ETYPUAM/NE/532020/Santillan [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012617905