Hedging with stock index futures: Theory and application in a new market
- 1 June 1985
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 5 (2) , 183-199
- https://doi.org/10.1002/fut.3990050204
Abstract
No abstract availableAll Related Versions
This publication has 7 references indexed in Scilit:
- Hedging Performance and Basis Risk in Stock Index FuturesThe Journal of Finance, 1984
- Explaining the Early Discounts on Stock Index Futures: The Case for DisequilibriumCFA Magazine, 1984
- Taxes and the Pricing of Stock Index FuturesThe Journal of Finance, 1983
- The relationship between spot and futures prices in stock index futures markets: Some preliminary evidenceJournal of Futures Markets, 1983
- Portfolio Management with Stock Index FuturesCFA Magazine, 1982
- Cross HedgingJournal of Political Economy, 1981
- The Hedging Performance of the New Futures MarketsThe Journal of Finance, 1979