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  • Dynamic hedging with the IFOX long gilt futures: new evidence 

    Kenneally, Martin; Cronin, David (Economic & Social Studies, Dublin, 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 ...
  • Hedging with the IFOX Long Gilt Future: A note 

    Hogan, John (Economic & Social Studies, Dublin, 1990)
    Traditional theory emphasises the risk avoidance potential of futures. An alternative hypothesis (Working's hypotheses) emphasised expected profit maximisation. Portfolio theory is a combination of the first two hypothesis, ...