Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets
نویسندگان
چکیده
منابع مشابه
Hedge Ratio and Hedging Horizon: A Wavelet Based Study of Indian Agricultural Commodity Markets
In India the history of commodity derivatives market has a long history, though a structured and exchange traded derivative trading is not more than a decade long. The derivatives market is established for the main purpose of hedging the price risk. Since the inception of derivatives, the concern of how much to hedge technically called the hedge ratio is widely debated and discussed. In present...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2008
ISSN: 1556-5068
DOI: 10.2139/ssrn.1206555