Estimating Hedge Ratio and The Hedging Effectiveness of Stock Index Futures Contract

This study investigates the hedging effectiveness of stock index futures for two Asian markets namely Kuala Lumpur Composite Index futures of Malaysia and Heng Seng stock Index futures of Hong Kong. We employed four different econometric methods such as-conventional ordinary least squares (OLS) mod...

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Bibliographic Details
Main Authors: Islam, Mohd Aminul, Mohd Noar, Nor Zaihan
Format: Conference or Workshop Item
Language:English
English
English
Published: 2014
Subjects:
Online Access:http://irep.iium.edu.my/37652/
http://irep.iium.edu.my/37652/4/scan0003.pdf
http://irep.iium.edu.my/37652/1/IRIIE_2014_PDF.pdf
http://irep.iium.edu.my/37652/6/IRIIE-2014_Evidence.pdf

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