A N Sah

UPES, Dehradun

Assistant Professor

Energy Acres

P.O. Bidholi via Premnagar,

Dehradun, IN 248007

India

SCHOLARLY PAPERS

1

DOWNLOADS

294

CITATIONS

0

Scholarly Papers (1)

1.

Hedging Effectiveness of Index Futures Contract: The Case of S&P CNX Nifty

Global Journal of Finance and Management, Vol. 3, No. 1, pp. 77-89, 2011
Number of pages: 14 Posted: 29 Jun 2011 Last Revised: 17 Oct 2011
A N Sah and Krishan Kumar Pandey
UPES, Dehradun and O.P.Jindal Global University
Downloads 240 (86,301)

Abstract:

Error correction models (ECMs), Minimum variance hedge ratio (MVHR), GARCH, OLS hedge