Acknowledgment: Janchung Wang would like to thank the National Science Council of Taiwan for financially supporting this research (NSC 95-2416-H-327-011).
Hedge Ratio Stability and Hedging Effectiveness of Time-Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis*
Version of Record online: 28 SEP 2010
© 2010 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 39, Issue 5, pages 659–686, October 2010
How to Cite
Wang, J. and Hsu, H. (2010), 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, 39: 659–686. doi: 10.1111/j.2041-6156.2010.01026.x
- Issue online: 28 SEP 2010
- Version of Record online: 28 SEP 2010
- Received 13 February 2009; Accepted 23 July 2010
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!