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Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India Cover

Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India

South East European Journal of Economics and Business
Volume 10 (2015): Issue 2 (December 2015)
By: Kapil Gupta and  Mandeep Kaur  
Open Access
|Jan 2016

Authors

Kapil Gupta

Mandeep Kaur

kaur_mandeep13@ymail.com

DOI: https://doi.org/10.1515/jeb-2015-0009 | Journal eISSN: 2233-1999
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Language: English
Page range: 69 - 88
Published on: Jan 13, 2016
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Hedge ratio,
hedge horizon,
financial crisis,
heteroscedasticity,
conditional volatility
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other

© 2016 Kapil Gupta, Mandeep Kaur, published by University of Sarajevo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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