Stock Index Futures Hedging and the Impact of the 2008 Global Financial Crisis : Empirical Evidence from Five Asian Markets
This empirical study examines the hedging effectiveness of stock index futures for five emerging futures markets in Hong Kong, Singapore, Malaysia, Taiwan and Thailand. The hedging effectiveness is examined with respect to the impact of the recent 2008 financial crisis. Several hedging strategies to...
| Main Author: | Elias, George |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
|
| Online Access: | https://eprints.nottingham.ac.uk/26311/ |
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