The hedging effectiveness of DAX futures
The focus of this study is DAX, the German stock index, which started trading in August, 1990. Concludes that static hedging remains the preferred strategy for the DAX.
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Format: | Others |
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1995
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Online Access: | http://spectrum.library.concordia.ca/5134/1/MM05117.pdf Powalla, Martin <http://spectrum.library.concordia.ca/view/creators/Powalla=3AMartin=3A=3A.html> (1995) The hedging effectiveness of DAX futures. Masters thesis, Concordia University. |