Playing safe : the effectiveness of cross hedging Southeast Asian index futures to the Philippine Stock Exchange composite index

• المؤلفون الرئيسيون: Andallo, Lady Marian V., Celis, Maricon Grace B., Okuhara, Jeth Enrico P., Tumbaga, Erin Nadine C.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2017
• الموضوعات: Stock exchanges > Philippines
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/9002

Cross hedging is when an investigator hedges its position by taking another good with similar price movements and utilize it to offset its original position. The Philippines, having no active derivatives exchange, does not provide a lot of alternatives to minimize risks when investing, particulalrly...