Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India
<p>This article examines the cross-hedging performance of crude futures against the tyre equity futures to hedge the tyre equity stocks. Three multivariate conditional volatility models, namely constant conditional correlation (CCC), dynamic conditional correlation (DCC) and diagonal BEKK are...
Guardado en:
| Autores principales: | , , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
EconJournals
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/c9eac7f47f504a0c8962688caa61b14c |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|