Nature and management of financial risk in global stock markets
This thesis addresses three problems associated with the risk in stock markets from a global perspective. First, we investigate the empirical hedging effectiveness using index futures in six world major stock markets. A variety of econometric models including STVECM with bivariate GARCH error struct...
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Cardiff University
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.584434 |