Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Ex ante hedge ratios and the hedging effectiveness of the FTSE-100 stock index futures contract

7 references·6 citing·29 second hop

FromToDepth

this work references cited by second hop

References

1976The Theory of Hedging and Speculation in Commodity Futures660 cited
1960The Theory of Hedging and Speculation in Commodity Futures617 cited
1984Hedging Performance and Basis Risk in Stock Index Futures364 cited
1985Hedging with stock index futures: Theory and application in a new market98 cited
1985Use of three stock index futures in hedging decisions74 cited
1992Minimum variance hedge ratios for stock index futures: Duration and expiration effects58 cited
1996STOCK INDEX FUTURES HEDGING: HEDGE RATIO ESTIMATION, DURATION EFFECTS, EXPIRATION EFFECTS AND HEDGE RATIO STABILITY49 cited

Cited by

2001The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK41 cited
2008Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets39 cited
2008Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India35 cited
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach33 cited
2008Hedging Effectiveness in Greek Stock Index Futures Market30 cited
2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration29 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work