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Hedging Effectiveness of Index Futures Contract: The Case of CNX S & P Nifty
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| dc.contributor.author | Sah, Ash Narayan | |
| dc.contributor.author | Pandey, Krishan K | |
| dc.date.accessioned | 2015-04-20T06:40:39Z | |
| dc.date.available | 2015-04-20T06:40:39Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | Global Journal of Finance and Management, Volume 3, Number 1 (2011), pp. 77-89 | en_US |
| dc.identifier.issn | 0975 - 6477 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/1918 | |
| dc.description.abstract | Futures market performs an important function which is to provide effective hedging besides price discovery at distant future date to the market participants. The hedging effectiveness of the futures contract shows its utility in reducing the amount of risk. We estimated the effective hedge ratio and its hedging effectiveness for the S&P CNX Nifty futures using daily data from 12 June 2000 to 24 December 2008 by three models. The study found that Nifty futures contract provides effective hedging to the market players for hedging purpose. | en_US |
| dc.subject | Management | en_US |
| dc.subject | Error Correction Models | en_US |
| dc.title | Hedging Effectiveness of Index Futures Contract: The Case of CNX S & P Nifty | en_US |
| dc.type | Article | en_US |
