Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
With consistent repetition in the volatility of the market locally and globally, the portfolio managers are seriously concern about devaluation of their portfolio value. Hence, this study examines the hedging effectiveness of the Malaysian derivatives market using a dynamic modelling approach – GARC...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/59961/1/IIFWMF-24.pdf http://irep.iium.edu.my/59961/2/IIFWMF-24P.pdf http://irep.iium.edu.my/59961/ http://www.iium.edu.my/iiibf/international-islamic-fund-wealth-management-forum-iifwmf |
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