The hedging effectiveness of stock index futures
Subtitle: evidence for the FTSE-100 and FTSE-Mid250 indexes
By: Darren Butterworth and Phil Holmes.
Contributors: Holmes, Phil.; University of Durham. Department of Economics.
Series: Working paper -- 176
Publisher: University of Durham, Department of Economics
Published: 1996
Place of publication: Durham
Language: eng
Number of pages: 31