Browse by Person (creator, editor, contributor, etc.)

Group by: Item Type | Date | No Grouping

Number of items: 3.

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)

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)

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 (Unpublished) (The full text of this publication is not currently available from this repository.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)

This list was generated on Thu May 23 23:00:48 2019 BST.

Export as	Atom RSS 1.0 RSS 2.0