International cross hedging effectiveness: empirical evidence on Egyptian Stock Exchange Index (EGX30) vis-à-vis global futures markets using standard deviation, Extended Mean Gini (EMG) and LnVGini.
Despite derivative policies recommendation in 2008, till date Egypt lacks an effective local futures market. MSCI Egypt index and its associated futures launched in 2013 and terminated in 2016 could be considered the only solid attempt to an effective Egyptian stocks hedging. Such drawback beside th...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
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| Online Access: | https://eprints.nottingham.ac.uk/57190/ |