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...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English English |
| Published: |
2014
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| 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 |