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On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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Production and hedging under state-dependent preferences and background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 51 (2017), pp. 527-534
Persistent link: https://www.econbiz.de/10011754581
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Informed trading in the CDS and OTM put option markets
Hu, May; Narayan, Paresh Kumar; Park, Jason; Verhoeven, … - In: International review of economics & finance : IREF 79 (2022), pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
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Skewness, basis risk, and optimal futures demand
Barbi, Massimiliano; Romagnoli, Silvia - In: International review of economics & finance : IREF 58 (2018), pp. 14-29
Persistent link: https://www.econbiz.de/10012034182
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Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng; Lin, Anchor Y. - In: International review of economics & finance : IREF 43 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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Downside risk for short long hedgers
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 18 (2009) 1, pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
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Production and futures hedging with state-dependent background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 24 (2012), pp. 177-184
Persistent link: https://www.econbiz.de/10009690210
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International trade and hedging under joint price and exchange rate uncertainty
Kit, Pong Wong - In: International review of economics & finance : IREF 27 (2013), pp. 160-170
Persistent link: https://www.econbiz.de/10009740836
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A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: International review of economics & finance : IREF 15 (2006) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10003298476