SZodixStudyAcademic Library

Shelves Open access

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

Hedging effectiveness of stock index futures · Study

ArticleShelves

ArticleHedging effectiveness of stock index futures

Jason Laws2004

Article2004

Hedging effectiveness of stock index futures

Jason Laws · John L. Thompson

38 citations·0/0 files stored·European Journal of Operational Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 1976The Theory of Hedging and Speculation in Commodity Futures 1984Hedging Performance and Basis Risk in Stock Index Futures 1991Estimating time‐varying optimal hedge ratios on futures markets

Cited by

2022Hedging with automatic liquidation and leverage selection on bitcoin futures

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contractarticle · 6 shared references 2000Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contractarticle · 5 shared references 2019Crude oil price shocks and hedging performance: A comparison of volatility modelsarticle · 5 shared references 1998The quality of market volatility forecasts implied by S&P 100 index option pricesarticle · 4 shared references 1993Price dynamics and error correction in stock index and stock index futures markets: A cointegration approacharticle · 4 shared references 2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock marketsarticle · 4 shared references

Details

Year2004

Typearticle

Published2004-02-29

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations38

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.ejor.2004.01.007

openalex_workW2057657136

Links

Imported from OpenAlex (CC0) — nothing here is generated.