Results 91 to 100 of about 41,672 (247)
Commodity Futures Contract Viability: A Multidisciplinary Approach [PDF]
We propose a development process of commodity futures contracts in which the decisions and wishes of potential customers are investigated simultaneously with the necessary technical properties that need to be met for trading to take place.
Joost M.E. Pennings, Raymond M. Leuthold
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COMPARING THE PERFORMANCES OF THE PARTIAL EQUILIBRIUM AND TIME-SERIES APPROACHES TO HEDGING [PDF]
This research compares partial equilibrium and statistical time-series approaches to hedging. The finance literature stresses the former approach, while the applied economics literature has focused on the latter.
Bryant, Henry L., Haigh, Michael S.
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Hedging effectiveness of total returns swaps: application to the Japanese market [PDF]
, 2008 The development of the real estate swap market offers many opportunities for investors to adjust the exposure of their portfolios to real estate. A number of OTC transactions have been observed in markets around the world.
Kago, Yoshiki, Ward, Charles W. R.
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Currency Hedging Strategies Using Dynamic Multivariate GARCH [PDF]
This paper examines the effect on the effectiveness of using futures contracts as hedging instruments of: 1) the model of volatility used to estimate conditional variances and covariances, 2) the analyzed currency, and 3) the maturity of the futures ...
Chia-Lin Chang +2 more
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M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets
SSRN Electronic Journal, 2001 This study deals with the estimation of the optimal hedge ratios using various econometric models. Most of the recent papers have demonstrated that the conventional ordinary least squares (OLS) method of estimating constant hedge ratios is inappropriate, other more complicated models however seem to produce no more efficient hedge ratios.
openaire +2 more sources
Hedging Effectiveness around USDA Crop Reports [PDF]
It is well documented that “unanticipated” information contained in USDA crop reports induces large price reactions in corn and soybean markets. Thus, a natural question that arises from this literature is: To what extent are futures hedges able to ...
McKenzie, Andrew M., Singh, Navinderpal
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Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives [PDF]
The effect of model and parameter misspecification on the effectiveness of Gaussian hedging strategies for derivative financial instrumens is analyzed, showing that Gaussian hedges in the "natural" hedging instruments are particularly robust.
A. Dudenhausen +2 more
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The effectiveness of cross-currency hedging [PDF]
, 2004 This study examines the effectiveness of cross-currency hedging compared to that of forward hedging and money market hedging. It is demonstrated that cross-currency hedging is not only less effective than forward and money market hedging but also that it
Moosa, I
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Scientific Annals of Economics and BusinessSuccessions of crises are currently affecting the world, which have had an impact on the worldwide financial market. Indeed, the COVID-19 pandemic and the Russia-Ukraine war have caused significant disruption, slowing global economic and financial ...
Fatma Mathlouthi, Slah Bahloul
doaj +1 more source
ANTICIPATORY HEDGING WITH TREASURY BILLS: THE CASE OF A BANK FOR COOPERATIVES [PDF]
Agricultural cooperatives find it difficult to forecast their interest costs and net income. If input and output prices are fixed, anticipatory hedging of future interest costs is appropriate. Banks for Cooperatives obtain funds in maturities longer than
Severn, Alan K.
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