Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract

Author: Kenourgios Dimitris   Samitas Aristeidis   Drosos Panagiotis  

Publisher: Inderscience Publishers

ISSN: 1466-8297

Source: International Journal of Risk Assessment and Management, Vol.9, Iss.1-2, 2008-07, pp. : 121-134

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Abstract