RİSKTEN KORUNMA PERİYOD UZUNLUĞU VE RİSKTEN KORUNMA ETKİNLİĞİ: VOB-ISE 30 ENDEKS VADELİ İŞLEM SÖZLEŞMESİ ÜZERİNE BİR UYGULAMA

Abstract

This study aimed at analyzing the hedging period effect on the hedging effectiveness of the TURKDEXISE 30 index future contracts. The findings of the study presented, that weekly hedge periods are more effective than daily hedges in terms of risk reduction criteria