Results 171 to 180 of about 41,672 (247)
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International Journal of Emerging Markets, 2023
PurposeThis study examines the dynamics of the comovement and causal relationship between conventional (Bitcoin, Ethereum and Binance coin) and Islamic (OneGram, X8X token and HelloGold) cryptocurrencies.Design/methodology/approachThis study uses wavelet
Shoaib Ali, Imran Yousaf, X. Vo
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PurposeThis study examines the dynamics of the comovement and causal relationship between conventional (Bitcoin, Ethereum and Binance coin) and Islamic (OneGram, X8X token and HelloGold) cryptocurrencies.Design/methodology/approachThis study uses wavelet
Shoaib Ali, Imran Yousaf, X. Vo
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Business Perspectives and Research, 2023
The article is an attempt to evaluate the price discovery functions and hedging effectiveness of the aluminum futures market in India. The article identifies the influential direction of price discovery and hedging effectiveness of the aluminum futures ...
L. Samal, Sudhansubala Das
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The article is an attempt to evaluate the price discovery functions and hedging effectiveness of the aluminum futures market in India. The article identifies the influential direction of price discovery and hedging effectiveness of the aluminum futures ...
L. Samal, Sudhansubala Das
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Energy Economics, 2021
This study uses time-frequency analysis to examine directional connectedness between US sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long terms.
S. Kang +3 more
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This study uses time-frequency analysis to examine directional connectedness between US sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long terms.
S. Kang +3 more
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International Review of Economics and Finance, 2021
The study evaluates the return and volatility transmission between the health and tourism stocks. The outbreak of Covid-19 pandemic brought about an unprecedented crisis in the global health and financial market with the tourism sector being among the ...
Afees A. Salisu, Lateef Akanni, X. Vo
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The study evaluates the return and volatility transmission between the health and tourism stocks. The outbreak of Covid-19 pandemic brought about an unprecedented crisis in the global health and financial market with the tourism sector being among the ...
Afees A. Salisu, Lateef Akanni, X. Vo
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EVALUATION OF HEDGE EFFECTIVENESS TESTS
Journal of Derivatives Accounting, 2005According to IAS 39 or FAS 133 an a posteriori test for hedge effectiveness has to be implemented when using hedge accounting. Both standards do not regulate which numerical method has to be used. A number of hedge effectiveness tests have been published recently.
Hailer, Angelika C., Rump, Siegfried M.
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Hedge Effectiveness Testing Revisited
The Journal of Derivatives, 2013A long-running debate in the derivatives world involves how accounting should be handled for hedgers. The key issue is that when a derivative instrument is held for speculation, the mark-to-market cash flows are recognized immediately in profit and loss accounting, but when the derivatives component in a legitimate hedge generates mark-to-market cash ...
Ira G Kawaller, Paul D Koch
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Optimal Hedging Levels and Hedging Effectiveness in Cattle Feeding
1972Optimal hedging level, minimum-risk hedging level, and hedging effectiveness are defined in a manner consistent with portfolio theory and used to analyze hedging potential in cattle feeding. Estimated upper limits on optimal hedging levels ranged from 0.56 to 0.88 unit of short futures per unit of four types of slaughter cattle produced at five ...
Heifner, Richard G., Heifner, Richard G.
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European Financial Management
This study highlights the significance of incorporating environmental, social, and governance (ESG) criteria within investment strategies to strengthen risk management in volatile markets.
Mohamed Arouri +2 more
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This study highlights the significance of incorporating environmental, social, and governance (ESG) criteria within investment strategies to strengthen risk management in volatile markets.
Mohamed Arouri +2 more
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On Feedback Effects from Hedging Derivatives
Mathematical Finance, 1998This paper proposes a new explanation for the smile and skewness effects in implied volatilities. Starting from a microeconomic equilibrium approach, we develop a diffusion model for stock prices explicitly incorporating the technical demand induced by hedging strategies.
Platen, Eckhard, Schweizer, Martin
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Physica A: Statistical Mechanics and its Applications, 2020
This study examines the dynamic relationship between precious metals and stock markets of major developed (G7) and emerging (BRICS) nations. We use a hybrid wavelet-based Dynamic Conditional Correlation (DCC) approach, which allows us to investigate the ...
V. Bhatia, Debojyoti Das, S. B. Kumar
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This study examines the dynamic relationship between precious metals and stock markets of major developed (G7) and emerging (BRICS) nations. We use a hybrid wavelet-based Dynamic Conditional Correlation (DCC) approach, which allows us to investigate the ...
V. Bhatia, Debojyoti Das, S. B. Kumar
semanticscholar +1 more source