Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX.
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| Title: | Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX. |
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| Authors: | Chen, Yu-Fen1 (AUTHOR) yfchen@mail.dyu.edu.tw, Lee, Cheng-Few2 (AUTHOR) cflee@business.rutgers.edu, Lin, Fu-Lai3 (AUTHOR) fllin@mail.dyu.edu.tw, Wu, Jing-Tang4 (AUTHOR) tangdyu@gmail.com |
| Source: | Review of Pacific Basin Financial Markets & Policies. Mar2025, Vol. 28 Issue 1, p1-18. 18p. |
| Database: | Business Source Ultimate |
| ISSN: | 02190915 |
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| DOI: | 10.1142/S021909152550002X |
