Table 6 Hedge Ratio – Full Sample
From: Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Indonesia - Gold | 0.051 |
Malaysia - Gold | 0.028 |
Philippines - Gold | 0.048 |
Thailand - Gold | 0.071 |
Singapore - Gold | 0.018 |
Indonesia - Oil | 0.097 |
Malaysia - Oil | 0.231 |
Philippines - Oil | 0.163 |
Thailand - Oil | 0.245 |
Singapore - Oil | 0.257 |