Results 291 to 300 of about 3,804 (302)

The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs

International Review of Economics and Finance, 2018
Boonlert Jitmaneeroj
exaly  

Measuring quantile risk hedging effectiveness: a GO-GARCH-EVT-copula approach

Applied Economics, 2020
Madhusudan Karmakar, Udayan Sharma
exaly  

Hedging effectiveness comparisons: A note

International Review of Economics and Finance, 2008
Donald Lien, Keshab Shrestha
exaly  

Effectiveness of hedging with futures contracts

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

Hedging effectiveness under conditions of asymmetry

European Journal of Finance, 2012
John Cotter, Jim Hanly
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  

Hedging effectiveness of the Athens stock index futures contracts

European Journal of Finance, 2008
Manolis G Kavussanos, Ilias D Visvikis
exaly  

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Journal of International Financial Markets, Institutions and Money, 2019
Walid Mensi, Shawkat Hammoudeh, Idries Mohammad Wanas Al-Jarrah   +2 more
exaly  

Hedging effectiveness of European wheat futures markets: an application of multivariate GARCH models

International Journal of Applied Management Science, 2016
Cesar Revoredo-Giha
exaly  

Hedging effectiveness of weather derivatives in arable farming – is there a need for mixed indices?

Agricultural Finance Review, 2013
Oliver Musshoff
exaly