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.
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
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  Data: Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Yu-Fen%22">Chen, Yu-Fen</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> yfchen@mail.dyu.edu.tw</i><br /><searchLink fieldCode="AR" term="%22Lee%2C+Cheng-Few%22">Lee, Cheng-Few</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> cflee@business.rutgers.edu</i><br /><searchLink fieldCode="AR" term="%22Lin%2C+Fu-Lai%22">Lin, Fu-Lai</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> fllin@mail.dyu.edu.tw</i><br /><searchLink fieldCode="AR" term="%22Wu%2C+Jing-Tang%22">Wu, Jing-Tang</searchLink><relatesTo>4</relatesTo> (AUTHOR)<i> tangdyu@gmail.com</i>
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  Data: <searchLink fieldCode="JN" term="%22Review+of+Pacific+Basin+Financial+Markets+%26+Policies%22">Review of Pacific Basin Financial Markets & Policies</searchLink>. Mar2025, Vol. 28 Issue 1, p1-18. 18p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=185626491
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1142/S021909152550002X
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      – Code: eng
        Text: English
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        PageCount: 18
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      – TitleFull: Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX.
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            NameFull: Chen, Yu-Fen
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            NameFull: Lee, Cheng-Few
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            NameFull: Lin, Fu-Lai
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            – D: 01
              M: 03
              Text: Mar2025
              Type: published
              Y: 2025
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              Value: 28
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