Narrow search
Showing 1 - 10 of 179,650
Cover Image
The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach : Evidence for the FTSE 100 and FTSE Mid250 Contracts
Butterworth, Darren - 2016
This paper provides the first investigation of the hedging effectiveness of the FTSE 100 and FTSE Mid 250 stock index …
Persistent link: https://www.econbiz.de/10013004394
Cover Image
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Cover Image
Short and long Gini hedgers in an emerging market
Lien, Da-hsiang Donald; Shaffer, David Reed - In: Zi you zhong guo zhi gong ye 92 (2002) 10, pp. 79-103
Persistent link: https://www.econbiz.de/10001729998
Cover Image
Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza; Lien, Da-hsiang Donald; Shaffer, David Reed - In: Journal of multinational financial management 15 (2005) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
Cover Image
Estimation of Constant and Time-Varying Hedge Ratios for Indian Stock Index Futures Market : Evidence from the National Stock Exchange
Srinivasan, P. - 2012
This paper investigates the hedging effectiveness of the S&P CNX Nifty index futures by employing four competing models …
Persistent link: https://www.econbiz.de/10014174201
Cover Image
The Hedging Performance of Stock Index Futures : The Case of the Athens Derivatives Exchange
Kavussanos, Manolis G. - 2014
This paper examines the hedging effectiveness of the FTSE/ATHES-20 and FTSE/ATHEX Mid-40 stock index futures contracts … in the relatively new and fairly unresearched futures market of Greece. Both in sample and out of sample hedging … that time varying hedging strategies provide minimal incremental risk-reduction benefits in sample, but under …
Persistent link: https://www.econbiz.de/10013059330
Cover Image
How useful are implied distributions? : Evidence from stock index options
Gemmill, Gordon; Saflekos, Apostolos - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 83-98
Persistent link: https://www.econbiz.de/10001497760
Cover Image
Ex ante heding effectiveness of UK stock index futures contracts : evidence for the FTSE 100 and FTSE mid 250 contracts
Butterworth, Darren; Holmes, Philip - In: European financial management : the journal of the … 6 (2000) 4, pp. 441-457
Persistent link: https://www.econbiz.de/10001531923
Cover Image
Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340