Question: Identify and discuss the key empirical issues involved when examining the hedging effectiveness of stock index futures. Estimation method Hedge duration Cross-hedging Ex ante versus

Identify and discuss the key empirical issues involved when examining the hedging effectiveness of stock index futures.

  • Estimation method
  • Hedge duration
  • Cross-hedging
  • Ex ante versus ex post
  • Hedge ratio stability
Tra t & tra cu Anh - Vit, Vit - Anh, Anh - Anh
Nhng biu tng tra cu vo trang
Nhp p tra cu

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