Results 281 to 290 of about 2,710,789 (298)

Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract

International Journal of Risk Assessment and Management, 2008
Aristeidis Samitas, Dimitris Kenourgios   +1 more
exaly  

The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures

International Review of Economics and Finance, 2004
Taufiq Choudhry
exaly  

Hedge Effectiveness Testing as a Screening Mechanism for Hedge Accounting

Journal of Accounting, Auditing & Finance, 2015
Dennis Frestad, Leif Atle Beisland
exaly  

Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures

Jindal Journal of Business Research, 2017
Gurmeet Singh
exaly  

Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets

Accounting and Finance, 2005
David Allen
exaly  

Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales

Physica A: Statistical Mechanics and Its Applications, 2014
Shou Chen, Gang-Jin Wang, Ling-Yun He
exaly  

Auditors' Assessment of Hedge Effectiveness

International Journal of Auditing, 2001
Neil Fargher
exaly  

Cointegration and the optimal hedge ratio: the general case

Quarterly Review of Economics and Finance, 2004
Donald Lien
exaly  

SFAS 133 and income smoothing via discretionary accruals: The role of hedge effectiveness and market volatility

Journal of International Financial Management and Accounting, 2018
Abiot Tessema
exaly  

HEDGING EFFECTIVENESS IN PRECIOUS METALS

1982
G.G. Booth, E. Brannigan, R.A. DeFusco, P.E. Koveos   +3 more
openaire   +1 more source