Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market

The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency futures (USD-TRY), euro–Turkish lira (EUR-TRY) currency...

書目詳細資料
發表在:	Borsa Istanbul Review
Main Authors:	Goknur Buyukkara, C. Coskun Kucukozmen, E. Tolga Uysal
格式:	Article
語言:	英语
出版:	Elsevier 2022-01-01
主題:	C58 G11 G13
在線閱讀:	http://www.sciencedirect.com/science/article/pii/S2214845021000090

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