Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
With consistent repetition in the volatility of the market locally and globally, portfolio managers are seriously concern on the destruction of their portfolio value. Hence, this study examines the hedging effectiveness of the Malaysian derivatives market using a dynamic modelling approach – GARCH a...
| Main Authors: | , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IIUM Institute of Islamic Banking and Finance
2019
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/73088/ http://irep.iium.edu.my/73088/1/73088_Malaysian%20stock%20index%20futures%20market.pdf |