Spot return volatility and hedging with futures contract : empirical evidence from the notional commodity futures indicies of India
Santhosh Kumar and M. A. Lagesh
| Year of publication: |
2011
|
|---|---|
| Authors: | Kumar, Santhosh ; Lagesh, M. A. |
| Published in: |
The IUP journal of behavioral finance : IJBF. - Hyderabad : IUP Publ., ZDB-ID 2576841-4. - Vol. 8.2011, 2, p. 70-85
|
| Subject: | Hedging | Rohstoffderivat | Commodity derivative | Indien | India | Volatilität | Volatility | Derivat | Derivative | Warenbörse | Commodity exchange | Kapitaleinkommen | Capital income | Spotmarkt | Spot market | Schätzung | Estimation |
| 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/10009295595