An empirical analysis of multi-period hedges : applications to commercial and investment assets
Year of publication: |
2005
|
---|---|
Authors: | Hilliard, Jimmy E. ; Huang, Pinghsun |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 6, p. 587-606
|
Subject: | Hedging | Devisenmarkt | Foreign exchange market |
-
Hedging of exchange rate risk and regression dependence
Broll, Udo, (1997)
-
Hedger behaviour and its impact on order flow and exchange rate on foreign exchange markets
Skoupil, Lubomír, (2015)
-
Hedging with an edge : parametric currency overlay
Barroso, Pedro, (2022)
- More ...
-
An empirical analysis of multi-period hedges: Applications to commercial and investment assets
Hilliard, Jimmy E., (2005)
-
An empirical analysis of multi‐period hedges: Applications to commercial and investment assets
Hilliard, Jimmy E., (2005)
-
Two Essays on Corporate Hedging: The Choice of Instruments and Methods
Huang, Pinghsun, (2003)
- More ...