Hedging Effectiveness of Asean-3 Stock Index Futures; A Comparative Analysis of Static and Dynamic Models On in and Out-Sample Periods
Adverse impact of recent varying uncertainties on stock index portfolios has stimulated investors’ need to use risk management tools to hedge their investments. However, studies giving investors and other stakeholders awareness on the effectiveness of stock index risk management tools like stock ind...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36051/ |