Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets

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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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Bibliographic Details
Main Author:	Zhang, Shu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	stock index futures hedge ratios hedging effectiveness
Online Access:	https://eprints.nottingham.ac.uk/20926/

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