№ files_lp_4_process_1_44124
Empirical analysis of hedging effectiveness of covered call, collar, and synthetic long call option strategies in relation to equity returns in the Indian derivatives market using monthly data and econometric tests.
Subject: Option strategies and equity price risk hedging
Field: Finance / Derivatives markets
Geographic focus: India
Market context: Indian derivatives market
Type of document: Empirical research summary
Methodology: Ordinary Least Squares (OLS) regression and time series diagnostics
Data frequency: Monthly returns
Statistical tests: Augmented Dickey-Fuller test, White’s test for heteroskedasticity, LM test for autocorrelation, ARCH test
Option strategies analyzed: Covered call, Collar, Synthetic long call
Variables analyzed: Strategy returns and equity returns
Purpose: Assessment of hedging effectiveness of selected option strategies against equity price risk
Price: 8 / 10 USD
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