Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India

Data publikacji: 13 sty 2016

Zakres stron: 69 - 88

DOI: https://doi.org/10.1515/jeb-2015-0009

Słowa kluczowe

Hedge ratio, hedge horizon, financial crisis, heteroscedasticity, conditional volatility

© 2015 South East European Journal of Economics and Business

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.