Browsing Economic and Social Review by Subject "IFOX"

Now showing items 1-2 of 2

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

      Kenneally, Martin; Cronin, David (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 ...

    • Hedging with the IFOX Long Gilt Future: A note 

      Hogan, John (Economic & Social StudiesDublin, 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, ...