Asymmetric dynamic hedging effectiveness: Evidence from Taiwan Stock Index Futures
Chung-Chu Chuang1*, Yi-Hsien Wang2, Tsai-Jung Yeh1 and Shuo-Li Chuang3
1Graduate Institute of Management Sciences, Tamkang University, 151 Ying-Chuan Road, Tamsui, Taipei County 25137, Taiwan.
2Department of Banking and Finance, Chinese Culture University, No. 55, Hwa - Kang Road, Yang-Ming-Shan, Taipei County 11114, Taiwan.
3Department of Information, Risk and Operations Management, University of Texas at Austin, 1 University Station Austin, Texas 78712, U. S. A.
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