Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model

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Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model

With consistent repetition in the volatility of the market locally and globally, the portfolio managers are seriously concern about devaluation of their portfolio value. Hence, this study examines the hedging effectiveness of the Malaysian derivatives market using a dynamic modelling approach – GARC...

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Bibliographic Details
Main Authors:	Haron, Razali, Ayojimi, Salami Monsurat
Format:	Proceeding Paper
Language:	English English
Published:	2017
Subjects:	HG4001 Financial management. Business finance. Corporation finance.
Online Access:	http://irep.iium.edu.my/59961/ http://irep.iium.edu.my/59961/1/IIFWMF-24.pdf http://irep.iium.edu.my/59961/2/IIFWMF-24P.pdf

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