Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market

10.1016/S1042-444X(02)00020-8

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Bibliographic Details
Main Authors:	Wang, C., Low, S.S.
Other Authors:	FINANCE & ACCOUNTING
Format:	Review
Published:	2013
Subjects:	GARCH model Hedging Market interdependence Stock index futres
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44527
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44527
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spelling	sg-nus-scholar.10635-445272015-01-12T13:54:58Z Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market Wang, C. Low, S.S. FINANCE & ACCOUNTING GARCH model Hedging Market interdependence Stock index futres 10.1016/S1042-444X(02)00020-8 Journal of Multinational Financial Management 13 1 1-17 2013-10-09T08:22:58Z 2013-10-09T08:22:58Z 2003 Review Wang, C.,Low, S.S. (2003). Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market. Journal of Multinational Financial Management 13 (1) : 1-17. ScholarBank@NUS Repository. <a href="https://doi.org/10.1016/S1042-444X(02)00020-8" target="_blank">https://doi.org/10.1016/S1042-444X(02)00020-8</a> 1042444X http://scholarbank.nus.edu.sg/handle/10635/44527 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	GARCH model Hedging Market interdependence Stock index futres
spellingShingle	GARCH model Hedging Market interdependence Stock index futres Wang, C. Low, S.S. Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
description	10.1016/S1042-444X(02)00020-8
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Wang, C. Low, S.S.
format	Review
author	Wang, C. Low, S.S.
author_sort	Wang, C.
title	Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
title_short	Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
title_full	Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
title_fullStr	Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
title_full_unstemmed	Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market
title_sort	hedging with foreign currency denominated stock index futures: evidence from the msci taiwan index futures market
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44527
_version_	1681082929758863360

Hedging with foreign currency denominated stock index futures: Evidence from the MSCI Taiwan index futures market

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