Hedging effectiveness of constant and time varying hedge ratio in Indian stock and commodity futures markets
By: Brajesh Kumar, Priyanka Singh, Ajay Pandey.
Contributors: Singh, Priyanka.; Indian Institute of Management, Ahmedabad.
Series: Working paper -- W.P. no. 2008-06-01
Publisher: Indian Institute of Management, Ahmedabad
Published: 2008
Place of publication: Ahmedabad
Language: eng
Format: Microform
Number of pages: 35
Subjects: Hedging (Finance); Commodity futures.
Notes: Includes statistical tables.

Includes bibliographical references (leaves 28-31).

Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2008. 1microfiche. Master microform held by: DLC.