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

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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:	Proceeding Paper
Language:	English English English
Published:	2014
Subjects:	HG4501 Stocks, investment, speculation
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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