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Foreign-currency bonds : currency choice and the role of uncovered and covered interest parity

Habib, Maurizio Michael; Joy, Mark - In: Applied financial economics 20 (2010) 7/9, pp. 601-626

Persistent link: https://www.econbiz.de/10009009325

A comparison of FX exposure estimates with different control variables

Krapl, Alain; O'Brien, Thomas J. - In: Applied financial economics 24 (2014) 4/6, pp. 437-451

Persistent link: https://www.econbiz.de/10010401959

Hedging with weather derivatives : a role for options in reducing basis risk

Manfredo, Mark R.; Richards, Timothy J. - In: Applied financial economics 19 (2009) 1/3, pp. 87-97

specific hedging role for options. The results suggest that weather derivative instruments with nonlinear pay-offs, such as …

Persistent link: https://www.econbiz.de/10003825820

An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging

Yang, Ming Jing; Lai, Yi-Chuan - In: Applied financial economics 19 (2009) 13/15, pp. 1059-1072

The purpose of this study is to examine the hedging performance of the major international stock index futures …, including DJIA, S&P500, NASDAQ100, FTSE100, CAC40, DAX30 and Nikkei225 index futures, by using the various dynamic hedging … strategies and the traditional static hedging strategies. The objective functions of the expected utility maximization and …

Persistent link: https://www.econbiz.de/10003886000

Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures

Ripple, Ronald D.; Moosa, Imad A. - In: Applied financial economics 17 (2007) 7/9, pp. 683-689

Persistent link: https://www.econbiz.de/10003491216

Are commodity prices mean reverting?

Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783

Persistent link: https://www.econbiz.de/10003537543

Estimating optimal hedge ratio : a multivariate skew-normal distribution approach

Lien, Da-hsiang Donald; Shrestha, Keshab - In: Applied financial economics 20 (2010) 7/9, pp. 627-636

Persistent link: https://www.econbiz.de/10009009324

Are firms hedging or speculating? : the relationship between financial derivatives and firm risk

Nguyen, Hoa; Faff, Robert W. - In: Applied financial economics 20 (2010) 10/12, pp. 827-843

Persistent link: https://www.econbiz.de/10009009816

The price gold shareholders place on market risks

Coleman, Les - In: Applied financial economics 20 (2010) 10/12, pp. 795-802

Persistent link: https://www.econbiz.de/10009009834

Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach

Chiang, Yi-chein; Liao, Tung Liang; Hsiao, Tse-an - In: Applied financial economics 21 (2011) 7/9, pp. 493-503

Persistent link: https://www.econbiz.de/10009153267