EconPapers    
Economics at your fingertips  
 

Does model fit matter for hedging? Evidence from FTSE 100 options

Carol Alexander () and Andreas Kaeck

Journal of Futures Markets, 2012, vol. 32, issue 7, 609-638

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Does model fit matter for hedging? Evidence from FTSE 100 options (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:32:y:2012:i:7:p:609-638

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Access Statistics for this article

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2020-10-25
Handle: RePEc:wly:jfutmk:v:32:y:2012:i:7:p:609-638