Two Essays on Futures Hedging Effectiveness
博士 === 國立中正大學 === 財務金融所 === 95 === This thesis consists of two essays dealing with issues related to the futures hedging effectiveness. There are two different aspects applied to observe the futures hedge to aim the same purpose. The requirement of “perfect hedge” is that the spot and futures prices...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/77913164911057754964 |