Hedging Effectiveness Analysis of High Market Cap Indian Stocks using OLS and GARCH Hedge Ratios

Dr. P.A.Mary Auxilia

Authors

Dr. P.A.Mary Auxilia

Keywords:

hedging, high market capitalization, index futures, OLS, GARC

Abstract

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Hedging Effectiveness Analysis of High Market Cap Indian Stocks using OLS and GARCH Hedge Ratios. (2017). Global Journal of Management and Business Research, 17(C3), 23-30. https://journalofbusiness.org/index.php/GJMBR/article/view/2239

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