Browsing by Subject "Futures market"
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Dynamic hedging with the IFOX long gilt futures: new evidence
(Economic & Social StudiesDublin, 1994)This paper assesses the hedging effectiveness of the IFOX long gilt futures contract. The paper builds on earlier work by Hogan which was hindered by small sample size, thin trading and incomplete specification of the data ... -
Further evidence of forward exchange market efficiency: an application of cointegration using German and UK data
(Economic & Social StudiesDublin, 1990)The purpose of this paper is to explore the hypothesis that the Irish forward exchange market is efficient. The simple market efficiency hypothesis assumes investors are risk neutral and that agents are rational, i.e., ...