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~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~person:"Dark, Jonathan"
~person:"Gatzert, Nadine"
~subject:"Hedging"
~subject:"Market risk"
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Alexander, Carol
Dark, Jonathan
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Journal of banking & finance
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
2
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value
theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
3
Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
Saved in:
4
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
5
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
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