IPASJ INTERNATIONAL JOURNAL OF MANAGEMENT(IIJM)

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ESTIMATING OPTIMAL HEDGE RATIO AND TESTING HEDGING EFFICIENCY OF GOLD FUTURES, Authors : Roopa Santh Lakshmi , Dr. S. Kalaiselvi,IPASJ INTERNATIONAL JOURNAL OF MANAGEMENT(IIJM) ,http://www.ipasj.org/IIJM/IIJM.htm

Volume & Issue no: Volume 3, Issue 10, October 2015


Title:
ESTIMATING OPTIMAL HEDGE RATIO AND TESTING HEDGING EFFICIENCY OF GOLD FUTURES
Author Name:
Roopa Santh Lakshmi , Dr. S. Kalaiselvi
Abstract:
ABSTRACT The present study attempts to find whether gold futures are efficient in hedging. The study uses two static models.-OLS and VECM. It has been analyzed that gold futures were efficient in hedging gold spot. And the VECM model performed better than OLS. Keywords : Hedge Ratio, Hedging efficiency, OLS, VECM
Cite this article:
Roopa Santh Lakshmi , Dr. S. Kalaiselvi , " ESTIMATING OPTIMAL HEDGE RATIO AND TESTING HEDGING EFFICIENCY OF GOLD FUTURES " , IPASJ INTERNATIONAL JOURNAL OF MANAGEMENT(IIJM), Volume 3, Issue 10, October 2015 , pp. 025-030 , ISSN 2321-645X.
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