The effectiveness of index futures hedging in emerging markets, during the crisis period of 2008-2010
M.Comm. (Financial Economics) === This study provides an assessment of the comparative effectiveness of four methods of estimating the optimal hedge ratio in the South African equity and futures markets. This study bases the effectiveness of hedging on volatility reduction and minimisation of the co...
| Published: |
2013
|
|---|---|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10210/8578 |