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Timing the value-at-risk hedge
Lien, Da-hsiang Donald - In: Research in finance 25 (2009), pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
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The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Da-hsiang Donald; Zhang, Mei - In: Research in finance 24 (2008), pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
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Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut; Chen, Andrew H.; Kang, Joseph C. - In: Research in finance 25 (2009), pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Cover Image
Timing the value-at-risk hedge
Lien, Donald - In: Research in finance 25 (2009), pp. 333-341
Persistent link: https://www.econbiz.de/10009943548
Cover Image
The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Donald; Zhang, Mei - In: Research in finance 24 (2008), pp. 301-320
Persistent link: https://www.econbiz.de/10009943535
Cover Image
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut; Chen, Andrew H.; Kang, Joseph; … - In: Research in finance 25 (2009), pp. 303-331
Persistent link: https://www.econbiz.de/10009943549