Short Term Hedging Using Futures Contracts
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References listed on IDEAS
- Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997. "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches," Finance 9712007, EconWPA.
- Chang, Jack S. K. & Shanker, Latha, 1987. "A Risk-Return Measure of Hedging Effectiveness: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(03), pages 373-376, September.
- Darren Butterworth & Phil Holmes, 2000. ""Ex Ante" Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the FTSE 100 and FTSE Mid 250 Contracts," European Financial Management, European Financial Management Association, vol. 6(4), pages 441-457.
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- Behrouz LariSemnani & Reihaneh Benesloo, 2015. "Ranking of Hedging Tools from the Perspective of Tehran Stock Exchange Investors," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(7), pages 926-940, July.
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KeywordsFutures contracts; derivatives; hedging; OLS.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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