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Use of three stock index futures in hedging decisions

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  • Joan C. Junkus
  • Cheng F. Lee

Abstract

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Suggested Citation

  • Joan C. Junkus & Cheng F. Lee, 1985. "Use of three stock index futures in hedging decisions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(2), pages 201-222, June.
    • Handle: RePEc:wly:jfutmk:v:5:y:1985:i:2:p:201-222
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    Cited by:

    1. Darren Butterworth & Phil Holmes, 2005. "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," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 131-160, September.
    2. Ahmad Bash & Abdullah M. Al-Awadhi & Fouad Jamaani, 2016. "Measuring the Hedge Ratio: A GCC Perspective," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(7), pages 1-1, July.
    3. Jerry A. Hammer, 1990. "Hedging Performance And Hedging Objectives: Tests Of New Performance Measures In The Foreign Currency Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 307-323, December.
    4. Darren Butterworth & Phil Holmes, 2001. "The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 57-68.
    5. Asim Ghosh & Ronnie Clayton, 1996. "Hedging With International Stock Index Futures: An Intertemporal Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(4), pages 477-491, December.
    6. Dar-Hsin Chen & Leo Bin & Chun-Yi Tseng, 2014. "Hedging Effectiveness of Applying Constant and Time-Varying Hedge Ratios: Evidence from Taiwan Stock Index Spot and Futures," Journal of Risk & Control, Risk Market Journals, vol. 1(1), pages 31-49.

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