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Inflation and interest rate derivatives for FX risk management : implications for exporting firms under real wealth
Koziol, Philipp - In: The quarterly review of economics and finance : journal … 54 (2014) 4, pp. 459-472
Persistent link: https://www.econbiz.de/10010533403
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Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu; Zhu, Chunhui; Shang, Yuhuang - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
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Impact study on the interest rate futures market
Choi, Hyunyoung; Finnerty, Joseph E. - In: The quarterly review of economics and finance : journal … 46 (2006) 4, pp. 495-512
Persistent link: https://www.econbiz.de/10003416606
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Extreme-value and margin setting with and without price limits
Broussard, John Paul - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10001602994
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Dynamic gap transformations: Are banks asset - transformers or brokers? or both?
Bharati, Rakesh; Nanisetty, Prasad; So, Jacky C. - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 36-52
Persistent link: https://www.econbiz.de/10003305632
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Relaxing standard hedging assumptions in the presence of downside risk
Mattos, Fabio; García, Philip; Nelson, Carl H. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10003683355
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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
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A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
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Determinants of corporate hedging : a (statistical) meta-analysis
Arnold, Matthias M.; Rathgeber, Andreas W.; Stöckl, Stefan - In: The quarterly review of economics and finance : journal … 54 (2014) 4, pp. 443-458
Persistent link: https://www.econbiz.de/10010533139
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A sectoral analysis of the financial instability hypothesis
Mulligan, Robert F. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 450-459
Persistent link: https://www.econbiz.de/10010374756