Investigating the impact of hedge horizon upon hedging effectiveness: evidence from the national stock exchange of India / Mandeep Kaur and Kapil Gupta

• मुख्य लेखकों: Kaur, Mandeep (लेखक), Gupta, Kapil (लेखक)
• स्वरूप: पुस्तक
• प्रकाशित: Accounting Research Institute (ARI), UiTM Shah Alam, 2019-08.
• विषय: Article; PeerReviewed
• ऑनलाइन पहुंच: Link Metadata

This study investigated the impact of hedge horizon upon hedging effectiveness in Indian equity futures market by comparing hedging performance of near, next and far month futures contracts of the NIFTY50 index and its 17 composite stocks. Hedging effectiveness was measured using two approaches, nam...