Browsing The Economic and Social Review, Vol. 25, No. 2, January, 1994 by Subject "Hedging"

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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 ...