Dynamic Modeling of Estimating the Optimal Hedge Ratio of Gold Coin with Saffron Futures Contracts [PDF]
فصلنامه بورس اوراق بهادار, 2021 This research is an attempt to introduce a desirable pattern for Dynamic Modeling of the Estimated Optimal Ratio of Gold Coin Risk Coverage. Given the unique nature of Iran in producing and supplying saffron and weakness in the commercial sector of this ...
Maryam Borzabadi farahani +2 more
doaj +1 more source
The Effect of Asymmetries on Optimal Hedge Ratios [PDF]
The Journal of Business, 2002 There is widespread evidence that the volatility of stock returns displays an asymmetric response to good and bad news. This article considers the impact of asymmetry on time-varying hedges for financial futures. An asymmetric model that allows forecasts of cash and futures return volatility to respond differently to positive and negative return ...
Brooks, Chris +2 more
openaire +1 more source
Hedging effectiveness for international index futures markets
Economics and Business, 2018 This paper investigates the hedging effectiveness of the International Index Futures Markets using daily settlement prices for the period 4 January 2010 to 31 December 2015.
Koulis Alexandros +2 more
doaj +1 more source
OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH [PDF]
Financial Studies, 2021 This paper adopts a new approach called DECO-FIAPARCH model for estimating the optimal hedge ratio (HR) in Turkish Stock Index Futures market in the presence of asymmetry and long memory. The study covers the period from May 3, 2005 until April 4, 2019,
İsmail ÇELİK, Ahmet Furkan SAK
doaj
An Analysis of Investment Management Performance in the Ministry of Cooperatives, Labour, and Social Welfare: New Evidence from Affiliated Holdings [PDF]
راهبرد مدیریت مالیThis study investigates the static and dynamic risk spillover between selected assets associated with the subsidiaries of the Ministry of Cooperatives, Labor, and Social Welfare, using the TVP-VAR model by Antonakakis et al.
Soheil Roudari +3 more
doaj +1 more source
Ligand‐dependent transcriptional heterogeneity in cell cycle gene expression delays G1/S entry
FEBS Letters, EarlyView.EGF and HRG induce distinct G1/S progression programs in ErbB2‐amplified BT474 breast cancer cells. Despite activating the potent ErbB2–ErbB3 heterodimer, HRG does not accelerate cell‐cycle entry. Instead, EGF promotes earlier restriction‐point passage via ERK–FOS signaling, whereas HRG activates the AKT–MYC axis, driving transcriptional heterogeneity ...
Ririn Rahmala Febri +5 more
wiley +1 more source
Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
Applied Finance Letters, 2019 Firms seeking to apply hedge accounting treatment under the Accounting Standards Codification Topic 815 must demonstrate higher hedge effectiveness, for which the regression analysis is commonly used as a testing method. An autoregressive distributed lag
Hirofumi Nishi
doaj +1 more source
Hijacking emergency granulopoiesis: Neutrophil ontogeny and reprogramming in cancer
Molecular Oncology, EarlyView.Neutrophils are highly plastic innate immune cells; their functions in cancer extend beyond the tumour microenvironment. This Review summarises current understanding of neutrophil maturation and heterogeneity and highlights tumour‐induced granulopoiesis as a systemic programme that expands immature, immunosuppressive neutrophils via tumour‐derived ...
Gabriela Marinescu, Yi Feng
wiley +1 more source
Corporate interest rate risk management with derivatives in Australia: empirical results
Revista Contabilidade & Finanças, 2008 Financial and insurance theories explain that large widely-held corporations manage corporate risks if doing so is costective to reduce frictional costs such as taxes, agency costs and financial distress costs.
Luiz Augusto Ferreira Carneiro +1 more
doaj +1 more source
Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Financial Innovation, 2020 The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages.
Robiyanto Robiyanto +3 more
doaj +1 more source