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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
339
IMF Working Papers
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International journal of theoretical and applied finance
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Finance and stochastics
152
Journal of banking & finance
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Zero-R2 hedge funds and market neutrality
Bollen, Nicolas P. B.
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
2
,
pp. 519-547
Persistent link: https://www.econbiz.de/10009790541
Saved in:
10
Negative
hedging
: performance-sensitive debt and CEOs' equity incentives
Tchistyi, Alexei
;
Yermack, David L.
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
3
,
pp. 657-686
Persistent link: https://www.econbiz.de/10009385033
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