Results 81 to 90 of about 2,709,049 (201)

Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution^✰. [PDF]

Technol Forecast Soc Change, 2020
Thampanya N, Nasir MA, Huynh TLD.
europepmc   +1 more source

Hedging: Scaling and the Investor Horizon [PDF]

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons.
Jim Hanly, John Cotter
core  

The variable effectiveness of hedging strategies

International Relations of the Asia-Pacific, 2019
AbstractGovernments often adopt hedging strategies to mitigate risks they face in international affairs. They hedge in the conventional, financial sense of the term by seeking to offset risks in global markets. They also adopt strategies to hedge against international security hazards by preserving strategic ambiguity, forging limited security ...
openaire   +1 more source

Hedging versus not hedging: strategies for managing foreign exchange transaction exposure [PDF]

This paper compares a number of strategies for managing foreign exchange exposures. The strategies are never hedging, hedging every exposure using a forward exchange contract, and hedging on selective occasions using a forward exchange contract.
Scott McCarthy
core  

Hedging Cash Flows from Commodity Processing [PDF]

Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant-investment criterion and then to completely discard cash flow in favor of batch ...
Dahlgran, Roger A.
core  

Which Sectoral CDS Can More Effectively Hedge Conventional and Islamic Dow Jones Indices? Evidence from the COVID-19 Outbreak and Bubble Crypto Currency Periods

Risks
In this study, we aim to provide a comprehensive analysis of the risk management potential of sectoral Credit Default Swaps (CDSs) within financial portfolios.
Rania Zghal, Fredj Amine Dammak, Semia Souai, Nejib Hachicha, Ahmed Ghorbel   +4 more
doaj   +1 more source

Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market [PDF]

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.
Yoshiki Kago, Charles Ward
core  

Should South Asian Stock Market Investors Think Globally? Investigating Safe Haven Properties and Hedging Effectiveness

Economies
In this study, we examine the critical question of whether global equity and bond assets (both green and non-green) offer effective hedging and safe haven properties against stock market risks in South Asia, with a focus on Bangladesh, India, Pakistan ...
Md. Abu Issa Gazi, Md. Nahiduzzaman, Sanjoy Kumar Sarker, Mohammad Bin Amin, Md. Ahsan Kabir, Fadoua Kouki, Abdul Rahman bin S Senathirajah, László Erdey   +7 more
doaj   +1 more source

Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness [PDF]

Basis risk is an important consideration when hedging longevity risk with instruments based on longevity indices, since the longevity experience of the hedged exposure may differ from that of the index. As a result, any decision to execute an index-based
Ye, Yijing, Coughlan, Guy, Cairns, Andrew, Blake, David, Khalaf-Allah, Marwa, Kumar, Sumit, Dowd, Kevin   +6 more
core  

Alternative Asset Diversification for ESG Investments: Evidence from G7 Countries Under Economic and Geopolitical Crises

Problemy Ekorozwoju
In recent years, environmental, social, and governance (ESG)-oriented investments have emerged as a key pillar of sustainable finance. This study analyses the resilience of the ESG Leaders indices of G7 countries to global economic and geopolitical ...
Halilibrahim Gökgöz, Aamir Aijaz Syed, Fadhila Hamza, Ahmed Jeribi   +3 more
doaj   +1 more source