The Superiority of Time-Varying Hedge Ratios in Turkish Futures
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KeywordsFutures Pricing; Hedging; MGARCH; Hedging Effectiveness;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-27 (All new papers)
- NEP-ARA-2009-11-27 (MENA - Middle East & North Africa)
- NEP-CWA-2009-11-27 (Central & Western Asia)
- NEP-FMK-2009-11-27 (Financial Markets)
- NEP-RMG-2009-11-27 (Risk Management)
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