Results 271 to 280 of about 5,069,160 (293)

Optimal currency hedge and the carry trade

Review of Accounting and Finance, 2020
Kersti Harkmann
exaly  

A Markov regime‐switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio

Journal of Futures Markets, 2022
Hsiang-Tai Lee
exaly  

A Note on the Optimal Hedge Ratio : A Revisit

1986
Liu, Donald J., Roe, Terry L., Liu, Donald J., Roe, Terry L.   +3 more
openaire   +3 more sources

Hedging with Mgarch-Implied Unconditional Optimal Hedge Ratios

Loc Tan Bui, Niklas Johan Christoffer Ahlgren   +1 more
openaire   +1 more source

Stochastic optimal hedge ratio: theory and evidence

Applied Economics Letters, 2012
Abdulnasser Hatemi-J, Y El-Khatib
exaly  

On the optimal hedge under unbiased futures prices

Economics Letters, 1995
Sérgio Lence
exaly  

Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India

Macroeconomics and Finance in Emerging Market Economies, 2008
Saumitra Bhaduri, Raja Sethu Durai S
exaly  

Estimating the optimal hedge ratio in the presence of potential unknown structural breaks

Applied Economics, 2014
Eduardo Roca, Abdulnasser Hatemi-J
exaly  

Modelling Optimal Hedge Ratio In The Presence Of Funding Risk

ECMS 2013 Proceedings edited by: Webjorn Rekdalsbakken, Robin T. Bye, Houxiang Zhang, 2013
openaire   +1 more source

Optimal conditional hedge ratio: A simple shrinkage estimation approach

Journal of Empirical Finance, 2016
Sung Y Park
exaly