Risk Reduction Study of Hong Kong Index Futures
The author uses the method of OLS to exam the hedging effectiveness of Hang Seng Index futures and Hang Seng H-share index futures. We find out that to a specify stock TraHK, during the period 1st March 2006 to 1st March 2008, the Hang Seng Index futures can perform better. One import finding throug...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24354/ |
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