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~isPartOf:"The journal of futures markets"
~person:"Bagwell, Kyle"
~person:"Creedy, John"
~person:"Kit, Pong Wong"
~person:"MacDonald, Ronald"
~person:"Webb, Robert I."
~person:"Woodford, Michael"
~subject:"Currency derivative"
~subject:"Excess Burden"
~subject:"Theory"
~subject:"Wirkungsanalyse"
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Currency derivative
Excess Burden
Theory
Wirkungsanalyse
Theorie
14
Hedging
9
Derivat
4
Derivative
4
Liquidity constraint
3
Liquiditätsbeschränkung
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1984-1995
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Bagwell, Kyle
Creedy, John
Kit, Pong Wong
MacDonald, Ronald
Webb, Robert I.
Woodford, Michael
Lien, Da-hsiang Donald
35
Chung, San-lin
5
Kolb, Robert W.
5
Lioui, Abraham
5
Chen, Ren-Raw
4
Câmara, António
4
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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.
3
Chou, Pin-huang
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3
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3
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3
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3
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3
Adam-Müller, Axel F. A.
2
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2
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2
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Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
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The journal of futures markets
Research paper / University of Melbourne, Department of Economics
100
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74
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74
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9
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8
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8
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8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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Discussion papers / Adam Smith Business School, University of Glasgow
5
Dresden discussion paper series in economics
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ECONIS (ZBW)
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1
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
2
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
3
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:
4
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:
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
Special issue from the 1st symposium on the financial econometrics of derivative securities and markets
Webb, Robert I.
(
contributor
)
-
Symposium on the Financial Econometrics of Derivative …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1070
Persistent link: https://www.econbiz.de/10010255107
Saved in:
7
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:
8
Production, liquidity, and futures price dynamics
Kit, Pong Wong
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 749-762
Persistent link: https://www.econbiz.de/10003746343
Saved in:
9
Liquidity risk and the hedging role of options
Kit, Pong Wong
;
Xu, Jianguo
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 789-808
Persistent link: https://www.econbiz.de/10003353659
Saved in:
10
Hedging, liquidity, and the competitive firm under price uncertainty
Kit, Pong Wong
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 697-706
Persistent link: https://www.econbiz.de/10002108822
Saved in:
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