Results 281 to 290 of about 4,261 (299)

HEAT™ (HEDGE EFFECTIVENESS ANALYSIS TOOLKIT): A CONSISTENT FRAMEWORK FOR ASSESSING HEDGE EFFECTIVENESS UNDER IAS 39 AND FAS 133 FROM JPMORGAN

Journal of Derivatives Accounting, 2004
Guy Coughlan
exaly  

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
Dimitris Kenourgios, Aristeidis Samitas   +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  

Effectiveness of hedging with futures contracts

2016
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049.
openaire   +1 more source

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

Jindal Journal of Business Research, 2017
Gurmeet Singh
exaly  

Auditors' Assessment of Hedge Effectiveness

International Journal of Auditing, 2001
Neil Fargher, Roger Simnett
exaly  

Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets

Accounting and Finance, 2005
David E Allen
exaly  

Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India

Macroeconomics and Finance in Emerging Market Economies, 2008
Saumitra N Bhaduri, S Raja Sethu Durai
exaly  

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

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

Cointegration and the optimal hedge ratio: the general case

Quarterly Review of Economics and Finance, 2004
Donald Lien
exaly