Evidence on Hedging Effectiveness in Indian Derivatives Market
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KeywordsHedging effectiveness; Constant correlation generalized auto-regressive conditional heteroscedasticity (1; 1)hedging method; Bank futures; CNX nifty; G10; G12; G21;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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