Hedging Effectiveness of Asean-3 Stock Index Futures; A Comparative Analysis of Static and Dynamic Models On in and Out-Sample Periods

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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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Bibliographic Details
Main Author:	Uliwa, Catherine Peniel
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36051/

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