Hedging effectiveness of stock index futures (Q704076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging effectiveness of stock index futures |
scientific article; zbMATH DE number 2127032
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging effectiveness of stock index futures |
scientific article; zbMATH DE number 2127032 |
Statements
Hedging effectiveness of stock index futures (English)
0 references
12 January 2005
0 references
Hedging
0 references
Stock index futures
0 references
Minimum variance hedge ratio
0 references
0.7879517674446106
0 references
0.7531552314758301
0 references
0.7466635704040527
0 references
0.7402422428131104
0 references
0.7347089052200317
0 references
