Hedging efficiency: A futures exchange management approach

Joost M.E. Pennings, Matthew T.G. Meulenberg

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)599-615
Number of pages17
JournalJournal of Futures Markets
Volume17
Issue number5
DOIs
Publication statusPublished - Aug 1997
Externally publishedYes

Keywords

  • STOCK INDEX FUTURES
  • BASIS RISK
  • CURRENCY FUTURES
  • PERFORMANCE
  • MARKETS
  • VOLATILITY
  • ARBITRAGE
  • CONTRACTS
  • LIQUIDITY
  • OPTIONS

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