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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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Predicting the limit-hit frequency in futures contracts
Levy, Tamir; Qadan, Mahmod; Yagil, Joseph - In: International review of financial analysis 30 (2013), pp. 141-148
Persistent link: https://www.econbiz.de/10010460326
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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
Chng, Michael; Gannon, Gerard L. - In: International review of financial analysis 12 (2003) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10001769954
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
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The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.; Yin, Anwen - In: International review of financial analysis 90 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
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Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014467052
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On the right jump tail inferred from the VIX market
Li, Zhenxiong; Yao, Xingzhi; Izzeldin, Marwan - In: International review of financial analysis 86 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
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The crisis alpha of managed futures : myth or reality?
Asif, Raheel; Frömmel, Michael; Mende, Alexander - In: International review of financial analysis 80 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013366290