Stock index futures hedging in the emerging Malaysian market

The paper investigates hedging effectiveness of dynamic and constant models in the emerging market of Malaysia where trading information is not readily available and market liquidity is lower compared to the developed equity markets. Using daily data from December 1995 to April 2001 and bivariate GA...

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Bibliographic details
Volume: 20
Main Author: Pok, Wee Ching
Poshakwale, Sunil S
Ford, J.L
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Greenwich Elsevier Inc 2009
Elsevier B.V
Elsevier Science Ltd
published in: Global finance journal Vol. 20; no. 3; pp. 273 - 288
Data of publication: 2009
ISSN: 1044-0283
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Online Access: available in Bonn?
Database: RePEc IDEAS
Academic OneFile (A&I only)
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS