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Efficient selection of insured currency positions : protective puts vs. fiduciary calls
Conover, James A. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10001217171
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The hedging of an uncertain future foreign currency cash flow
Kerkvliet, Joe R. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 565-577
Persistent link: https://www.econbiz.de/10001119152
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Cross-hedging with currency options and futures
Chang, Eric Chieh; Kit, Pong Wong - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 555-574
Persistent link: https://www.econbiz.de/10001794042
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Incentive contracts and hedge fund management
Hodder, James E.; Jackwerth, Jens Carsten - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 811-826
Persistent link: https://www.econbiz.de/10003586780
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Basis convergence and long memory in volatility when dynamic hedging with futures
Dark, Jonathan - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 1021-1040
Persistent link: https://www.econbiz.de/10003587040
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Margins and hedge fund contagion
Dudley, Evan; Nimalendran, Mahendrarajah - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1227-1257
Persistent link: https://www.econbiz.de/10009424127
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Futures cross-hedging with a stationary basis
Ankirchner, Stefan; Dimitroff, Georgi; Heyne, Gregor; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904
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The two sides of derivatives usage : hedging and speculating with interest rate swaps
Chernenko, Sergey; Faulkender, Michael - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1727-1754
Persistent link: https://www.econbiz.de/10009623284
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CEO entrenchment and corporate hedging : evidence from the oil and gas industry
Kumar, Praveen; Rabinovitch, Ramón - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 887-917
Persistent link: https://www.econbiz.de/10010201779