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Emerging Markets Finance and Trade Volume 47, 2011 - Issue 6
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Original Article

Determination of Optimal Hedging Strategy for Index Futures: Evidence from Turkey

Onur Olgun Department of International Trade and Finance, Izmir University of Economics, Izmir, Turkey
&
I. Hakan Yetkiner Department of Economics, Izmir University of Economics, Izmir, Turkey
Pages 68-79 | Published online: 07 Dec 2014

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Lumengo Bonga-Bonga & Ekerete Umoetok. (2016) The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa. Applied Economics 48:42, pages 3999-4018.
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Yi-Hao Lai & Yi-Chiuan Wang. (2016) Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets. Emerging Markets Finance and Trade 52:4, pages 786-796.
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Articles from other publishers (11)

Jie Gao, Yunshu Mao, Zeshui Xu & Qianlin Luo. (2023) QUANTITATIVE INVESTMENT DECISIONS BASED ON MACHINE LEARNING AND INVESTOR ATTENTION ANALYSIS. Technological and Economic Development of Economy 0:0, pages 1-35.
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Vandana Dangi. (2022) Estimation and Effectiveness of Optimal Hedge Ratios of Cryptocurrencies Based on Static and Dynamic Methodologies. Vision: The Journal of Business Perspective, pages 097226292211358.
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Goknur Buyukkara, C. Coskun Kucukozmen & E. Tolga Uysal. (2022) Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market. Borsa Istanbul Review 22:1, pages 92-102.
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Raúl de Jesús Gutiérrez, Christian Bucio Pacheco & Lidia Carvajal Gutiérrez. (2021) Razones de Cobertura con Futuros de los Indices Accionarios de Brasil y México. Investigación Administrativa 50-2, pages 1-23.
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Duc Hong Vo, Phuc Van Nguyen, Ha Minh Nguyen, Anh The Vo & Thang Cong Nguyen. (2020) Derivatives market and economic growth nexus: Policy implications for emerging markets. The North American Journal of Economics and Finance 54, pages 100866.
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Doç. Dr Önder BÜBERKÖKÜ. (2019) BIST 30 ENDEKSİ VE DOLAR-TL KURU İÇİN FUTURES KONTRATLARA DAYALI OPTİMAL HEDGE RASYOLARININ VE HEDGİNG ETKİNLİĞİNİN İNCELENMESİ: KAPSAMLI BİR ANALİZ. Finans Ekonomi ve Sosyal Araştırmalar Dergisi 4:4, pages 514-544.
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Yang Liu & Chuan-he Shen. 2018. Recent Developments in Data Science and Business Analytics. Recent Developments in Data Science and Business Analytics 273 284 .
Nazli Sila Alan, Ahmet K. Karagozoglu & Sibel Korkmaz. (2016) Growing pains: The evolution of new stock index futures in emerging markets. Research in International Business and Finance 37, pages 1-16.
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Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2016) Derivative markets in emerging economies: A survey. International Review of Economics & Finance 42, pages 88-102.
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Ulkem Basdas & Adil Oran. (2014) Event studies in Turkey. Borsa Istanbul Review 14:3, pages 167-188.
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Yigit Atilgan, K. Ozgur Demirtas & Koray D. Simsek. (2015) Derivative Markets in Emerging Economies: A Survey. SSRN Electronic Journal.
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