Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?

DOI10.1007/s10690-022-09383-7zbMath1521.91333OpenAlexW4306249446MaRDI QIDQ6054311

Nithin Jose, Babu Jose

Publication date: 28 September 2023

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-022-09383-7

zbMATH Keywords

derivativesfuturescross-hedgingoptimal hedge ratiohedging effectivenessequity futures marketsingle stock futures

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Hedging effectiveness of stock index futures
• Modelling, pricing, and hedging counterparty credit exposure. A technical guide
• The relationship between China's real estate market and industrial metals futures market: evidence from non-price measures of the real estate market
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Unnamed Item
• Unnamed Item

This page was built for publication: Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?