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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10013428156
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Consumption smoothing and the welfare cost of uncertainty
Alem, Yonas; Colmer, Jonathan - 2015
Persistent link: https://www.econbiz.de/10011410330
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International trade and the transmission of temperature shocks
Osberghaus, Daniel; Schenker, Oliver - 2022
We examine how the adverse impacts of weather shocks are distributed through the trade network. Exploiting a rich …
Persistent link: https://www.econbiz.de/10013359053
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CDS and credit : testing the small bang theory of the financial universe with micro data
Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - 2017
Does hedging motivate CDS trading and does that affect the availability of credit? To answer these questions we couple … relationships with riskier firms increase banks' CDS trading and hedging of these firms. Properly hedged banks holding more CDS …
Persistent link: https://www.econbiz.de/10011663406
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The pricing of FX forward contracts : micro evidence from banks' dollar hedging
Abbassi, Puriya; Bräuning, Falk - 2018
in banks' dollar hedging costs. For identification, we exploit regulatory end-of-quarter reporting that penalizes banks …
Persistent link: https://www.econbiz.de/10011916907
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Mitigating counterparty risk
Gündüz, Yalın - 2018
effect on the hedging behaviour against the counterparty. As the current regulatory frameworks explicitly formulate any … capital relief motives and provides a viable hedging instrument beyond receiving coverage through collateral. …
Persistent link: https://www.econbiz.de/10011900709
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The simultaneously implied variables in option pricing
Kraizberg, Elli - 1989
Persistent link: https://www.econbiz.de/10000769102
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Leptokurtic stock distributions : implications for option valuation
Chan, Howard Wei-hong - 1992
Persistent link: https://www.econbiz.de/10000873201
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Intraday price movements in related markets : futures and cash prices
Hodgson, Allan; Kendig, Caralee; Tahir, Mohammad - 1993
Persistent link: https://www.econbiz.de/10000880449