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Dynamic corporate risk management : motivations and real implications
Dionne, Georges; Gueyie, Jean-Pierre; Mnasri, Mohamed - In: Journal of banking & finance 95 (2018), pp. 97-111
Persistent link: https://www.econbiz.de/10011966716
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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
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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
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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