مرکز منطقه ای اطلاع رساني علوم و فناوري - A comparison of measures of hedging effectiveness: a case study using the Australian All Ordinaries Share Price Index Futures contract

Title of article :

A comparison of measures of hedging effectiveness: a case study using the Australian All Ordinaries Share Price Index Futures contract

Author/Authors :

Tim Brailsford، نويسنده , , Katherine Corrigan، نويسنده , , Richard Heaney، نويسنده ,

Pages :

From page :

465

To page :

481

Keywords :

Risk management , Index futures , Hedging , Hedge effectiveness

Journal title :

Astroparticle Physics

Record number :

230782

Link To Document :