Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market

Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market

The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency futures (USD-TRY), euro–Turkish lira (EUR-TRY) currency...

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Bibliographic Details
Main Authors: Goknur Buyukkara, C. Coskun Kucukozmen, E. Tolga Uysal
Format: Article
Language:English
Published: Elsevier 2022-01-01
Series:Borsa Istanbul Review
Subjects:
C58
G11
G13
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845021000090

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