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Hedging with foreign currency denominated stock index futures: evidence from the MSCI Taiwan index futures market

Journal of Multinational Financial Management, 13(1): 1--17, 2003.
Authors: Changyun Wang and Soon Sern Low
URL: http://www.sciencedirect.com/science/article/B6VGV-47CY0V3-2/1/6977942b456bd8d3222acbc18b385e2a
Tags: Stock futures index
| URL | BibTeX  
@article{Wang2003,
title = {Hedging with foreign currency denominated stock index futures: evidence from the MSCI Taiwan index futures market},
author = {Changyun Wang and Soon Sern Low},
journal = {Journal of Multinational Financial Management},
month = {Feb},
number = {1},
pages = {1--17},
url = {http://www.sciencedirect.com/science/article/B6VGV-47CY0V3-2/1/6977942b456bd8d3222acbc18b385e2a},
volume = {13},
year = {2003},
keywords = {Stock futures index }
}