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~isPartOf:"The journal of futures markets"
~person:"Bagwell, Kyle"
~person:"Creedy, John"
~person:"Kit, Pong Wong"
~person:"Lien, Da-hsiang Donald"
~person:"MacDonald, Ronald"
~person:"Woodford, Michael"
~subject:"Currency derivative"
~subject:"Excess Burden"
~subject:"Theory"
~subject:"Wirkungsanalyse"
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Currency derivative
Excess Burden
Theory
Wirkungsanalyse
Theorie
43
Hedging
33
Derivat
17
Derivative
17
Commodity derivative
4
Commodity exchange
4
Liquidity constraint
4
Liquiditätsbeschränkung
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Portfolio selection
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43
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Bagwell, Kyle
Creedy, John
Kit, Pong Wong
Lien, Da-hsiang Donald
MacDonald, Ronald
Woodford, Michael
Chung, San-lin
5
Kolb, Robert W.
5
Lioui, Abraham
5
Webb, Robert I.
5
Chen, Ren-Raw
4
Câmara, António
4
Daigler, Robert T.
4
Figlewski, Stephen
4
Gay, Gerald D.
4
Liao, Szu-Lang
4
Pirrong, Craig
4
Wolf, Avner S.
4
Bali, Turan G.
3
Broll, Udo
3
Brorsen, B. Wade
3
Chance, Don M.
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Chou, Pin-huang
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Cita, John
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Corrado, Charles Joseph
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Frino, Alex
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Jordan, James V.
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Khoury, Nabil T.
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Kwok, Yue-Kuen
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Poitras, Geoffrey
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Roon, Frans de
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Shrestha, Keshab
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Tian, Yisong Sam
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Wong, Hoi Ying
3
Adam-Müller, Axel F. A.
2
Angus, John E.
2
Ané, Thierry
2
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The journal of futures markets
Research paper / University of Melbourne, Department of Economics
100
NBER Working Paper
74
NBER working paper series
74
Working paper / National Bureau of Economic Research, Inc.
74
Columbia economics discussion paper series / Department of Economics, Columbia University
27
Working papers
22
Australian economic papers
16
Bulletin of economic research
15
Economic modelling
14
Economics letters
14
Melbourne Institute working paper series
14
The Australian economic review
14
Discussion paper / Centre for Economic Policy Research
13
IMF working paper
13
International review of economics & finance : IREF
13
New Zealand economic papers
13
Journal of monetary economics
12
The American economic review
12
The economic record : er
12
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
10
New Zealand Treasury working paper
10
The economic journal : the journal of the Royal Economic Society
9
The Manchester School of Economic and Social Studies
8
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Discussion paper series / School of Economics and Finance, the University of Hong Kong
7
Journal of economic studies
7
Journal of international economics
7
Journal of international money and finance
7
Journal of money, credit and banking : JMCB
7
Economica
6
IMF working papers
6
NBER macroeconomics annual
6
Scottish journal of political economy : the journal of the Scottish Economic Society
6
The Manchester School
6
The Rand journal of economics
6
Applied economics
5
Applied financial economics
5
Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
43
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1
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
2
Ambiguity and the value of hedging
Kit, Pong Wong
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 839-848
Persistent link: https://www.econbiz.de/10011392663
Saved in:
3
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
4
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
5
Cross hedging with currency forward contracts
Kit, Pong Wong
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 653-674
Persistent link: https://www.econbiz.de/10009756541
Saved in:
6
A note on exports and hedging exchange rate risks : the multi-country case
Kit, Pong Wong
- In:
The journal of futures markets
33
(
2013
)
12
,
pp. 1191-1196
Persistent link: https://www.econbiz.de/10010209065
Saved in:
7
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
8
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
9
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
10
A new information share measure
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003817605
Saved in:
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