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Group by: Item Type | Date | No Grouping
Number of items: 7.

Article

Choudhry, Taufiq and Hasan, Mohammad S and Zhang, Yuanyuan (2019) Forecasting the Daily Dynamic Hedge Ratios in Emerging European Stock Futures Markets: Evidence from GARCH models. International Journal of Banking Accounting and Finance, 10 (1). ISSN 1755-3830. (doi:https://doi.org/10.1504/IJBAAF.2019.099316) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Hasan, Mohammad S and Choudhry, Taufiq and Zhang, Yuanyuan (2018) An Econometric Investigation of Hedging Performance of Stock Index Futures in Korea: Dynamic versus Static Hedging. International Journal of Banking Accounting and Finance, . ISSN 1755-3830. (In press) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Choudhry, Taufiq and Hasan, Mohammad S (2008) Exchange rate regime and demand for reserves: Evidence from Kenya, Mexico and Philippines. Open Economies Review, 19 (2). pp. 167-181. ISSN 0923-7992. (doi:https://doi.org/10.1007/s11079-007-9023-y) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Book section

Hasan, Mohammad S and Choudhry, Taufiq (2013) On the Effectiveness of Dynamic Stock Index Portfolio Hedging. In: Batten, Jonathan A. and MacKay, Peter and Wagner, Niklas, eds. Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Palgrave Macmillan, Basingstoke, pp. 364-390. ISBN 978-1-137-02508-1. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Conference or workshop item

Choudhry, Taufiq and Hasan, Mohammad S and Zhang, Yuanyuan (2016) Forecasting the daily dynamic hedge ratios in European emerging stock futures markets: evidence from GARCH model. In: Portsmouth-Fordham Conference on Banking & Finance, 24-25 September 2016, Portsmouth. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Choudhry, Taufiq and Hasan, Mohammad S (2011) Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models. In: Annual Meeting of the European Financial Management Association, 22-25 June 2011, Braga, Portugal. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Hasan, Mohammad S and Choudhry, Taufiq (2011) The effectiveness of dynamic hedging: evidence from emerging markets stock futures. In: 18th Annual Meeting of the Multinational Finance Society, 26-29 June 2011, Rome, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Fri May 24 02:08:11 2019 BST.