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There are 4874 results for: content related to: Hedging Performance and Basis Risk in Stock Index Futures

  1. Hedging with stock index futures: Theory and application in a new market

    Journal of Futures Markets

    Volume 5, Issue 2, Summer 1985, Pages: 183–199, Stephen Figlewski

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990050204

  2. HEDGING WITH INTERNATIONAL STOCK INDEX FUTURES: AN INTERTEMPORAL ERROR CORRECTION MODEL

    Journal of Financial Research

    Volume 19, Issue 4, Winter 1996, Pages: 477–491, Asim Ghosh and Ronnie Clayton

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00226.x

  3. Determination of stock closing prices and hedging performance with stock indices futures

    Accounting & Finance

    Volume 49, Issue 4, December 2009, Pages: 827–847, Hsiu-Chuan Lee, Cheng-Yi Chien and Tzu-Hsiang Liao

    Article first published online : 30 JUN 2009, DOI: 10.1111/j.1467-629X.2009.00309.x

  4. Hedge Ratio Stability and Hedging Effectiveness of Time-Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 5, October 2010, Pages: 659–686, Janchung Wang and Hsinan Hsu

    Article first published online : 28 SEP 2010, DOI: 10.1111/j.2041-6156.2010.01026.x

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    Hedging Performance and Stock Market Liquidity: Evidence from the Taiwan Futures Market

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 3, June 2010, Pages: 396–415, Hsiu-Chuan Lee and Cheng-Yi Chien

    Article first published online : 25 MAY 2010, DOI: 10.1111/j.2041-6156.2010.01015.x

  6. STOCK INDEX FUTURES HEDGING: HEDGE RATIO ESTIMATION, DURATION EFFECTS, EXPIRATION EFFECTS AND HEDGE RATIO STABILITY

    Journal of Business Finance & Accounting

    Volume 23, Issue 1, January 1996, Pages: 63–77, Phil Holmes

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1996.tb00402.x

  7. Conditional OLS minimum variance hedge ratios

    Journal of Futures Markets

    Volume 24, Issue 10, October 2004, Pages: 945–964, Joëlle Miffre

    Article first published online : 29 JUL 2004, DOI: 10.1002/fut.20116

  8. Risk-return hedging effectiveness measures for stock index futures

    Journal of Futures Markets

    Volume 11, Issue 4, August 1991, Pages: 399–409, Mary Lindahl

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110402

  9. Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?

    Journal of Futures Markets

    Volume 26, Issue 12, December 2006, Pages: 1169–1194, Lars Nordén

    Article first published online : 18 OCT 2006, DOI: 10.1002/fut.20237

  10. Structurally sound dynamic index futures hedging

    Journal of Futures Markets

    Volume 25, Issue 12, December 2005, Pages: 1173–1202, Paul Kofman and Patrick McGlenchy

    Article first published online : 19 OCT 2005, DOI: 10.1002/fut.20185

  11. Residential Mortgage Credit Derivatives

    Real Estate Economics

    Volume 39, Issue 4, Winter 2011, Pages: 671–700, Jefferson Duarte and Douglas A. McManus

    Article first published online : 30 JUN 2011, DOI: 10.1111/j.1540-6229.2011.00309.x

  12. Use of three stock index futures in hedging decisions

    Journal of Futures Markets

    Volume 5, Issue 2, Summer 1985, Pages: 201–222, Joan C. Junkus and Cheng F. Lee

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990050205

  13. Hedging Corporate Bonds

    Journal of Business Finance & Accounting

    Volume 26, Issue 7-8, September/October 1999, Pages: 919–944, Michalis Ioannides and Frank S. Skinner

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00280

  14. Handling Weather Related Risks Through the Financial Markets: Considerations of Credit Risk, Basis Risk, and Hedging

    Journal of Risk and Insurance

    Volume 74, Issue 2, June 2007, Pages: 319–346, Linda L. Golden, Mulong Wang and Chuanhou Yang

    Article first published online : 16 MAY 2007, DOI: 10.1111/j.1539-6975.2007.00215.x

  15. An empirical test of the effect of basis risk on cash market positions

    Journal of Futures Markets

    Volume 16, Issue 3, May 1996, Pages: 289–311, Janet S. Netz

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199605)16:3<289::AID-FUT3>3.0.CO;2-F

  16. Volatility and maturity effects in the Nikkei index futures

    Journal of Futures Markets

    Volume 19, Issue 8, December 1999, Pages: 895–909, Yen-Ju Chen, Jin-Chuan Duan and Mao-Wei Hung

    Article first published online : 29 NOV 1999, DOI: 10.1002/(SICI)1096-9934(199912)19:8<895::AID-FUT3>3.0.CO;2-C

  17. OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES

    Journal of Financial Research

    Volume 19, Issue 3, Fall 1996, Pages: 309–326, Carolyn W. Chang, Jack S. K. Chang and Hsing Fang

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00216.x

  18. Hedging Industrial Metals With Stochastic Volatility Models

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 704–730, Qingfu Liu, Michael T. Chng and Dongxia Xu

    Article first published online : 3 APR 2014, DOI: 10.1002/fut.21671

  19. The Benefits of Dynamically Hedging the Toronto 35 Stock Index

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 14, Issue 1, March 1997, Pages: 69–78, Louis Gagnon and Greg Lypny

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1997.tb00119.x

  20. DID BLACK MONDAY HAVE A PERMANENT EFFECT?

    Journal of Financial Research

    Volume 16, Issue 2, Summer 1993, Pages: 123–138, Robert L. Albert Jr., Timothy R. Smaby and Steve B. Wyatt

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00134.x