Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
The primary function of stock index futures is to allow investors to hedge their spot equity portfolios. And hedging effectiveness can be a criterion of success of index futures contract. This research attempts to evaluate the hedging performance of stock index futures in developed and emerging mark...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2007
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| Online Access: | https://eprints.nottingham.ac.uk/20926/ |