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Darbe atlikta detali aktualių straipsnių, nagrinėjančių įvairių veiksnių įtaka skolos vertybinių popierių pajamingumui, apžvalga. Išskirti keli pagrindiniai pajamingumo pokyčius lemiantys veiksniai: likvidumas, kredito rizika bei bendra makroekonominė padėtis. Siekiant įvertinti...
Persistent link: https://www.econbiz.de/10009478568
Os anos 90 foram, para os países em desenvolvimento, marcados pela busca de um caminho para a estabilização econômica, fazendo com que as empresas se adequassem à nova realidade. Com as empresas ligadas ao agronegócio não foi diferente. No Brasil, esse processo o foi mais intenso,...
Persistent link: https://www.econbiz.de/10009442613
The principal achievement of this paper is to introduce the operation of a specified‘Futures’ model and it’s practice for decision-makers of financial institutes through anexample based on the price data’s of grain futures market from EU assessment 2004 to thesedays in Hungary.Based on a...
Persistent link: https://www.econbiz.de/10009442743
quanto aos métodos para realização de estratégias de hedge. Em vista disso, esse artigo teve a finalidade de analisar a … efetividade, em redução de riscos, de diferentes estratégias de hedge para o café arábica no Brasil. Foram Testadas quatro …’s case. Moreover, the literature has advanced in the methods for implementation of hedge strategies. This paper had the …
Persistent link: https://www.econbiz.de/10009443365
mercado futuro de boi gordo. The present has as purpose analyzing, through simulations, the hedge operations withcattle …
Persistent link: https://www.econbiz.de/10009443813
The objective of this paper was to analyze the risk protection provided by the futures contracts traded at CBOT (Chicago Board of Trade) at different delivery months to Brazilian Soybean hedgers. The empirical approach adopted was the estimation of hedging effectiveness between every Brazilian...
Persistent link: https://www.econbiz.de/10009445882
O presente trabalho busca calcular a base e o risco de base, razão ótima e eficiência do hedge da soja brasileira … adotado no cálculo da base é está em acordo com Hull (2005); o risco de base e a efetividade de hedge são propostos por … mercado futuro SA-CBOT é eficiente. A razão de hedge mostrou-se elevada, variando entre 87,20% - 64,77% (para BMF). A razão de …
Persistent link: https://www.econbiz.de/10009446740
strategy. Finally, we investigate hedging strategies before delivery. In particular, we look at a hedge for the spot price risk …
Persistent link: https://www.econbiz.de/10009467034
banking groups is examined and effectiveness of the usage of CDS contracts as a tool to hedge exposure to the price movements …
Persistent link: https://www.econbiz.de/10009478570
purpose of life insurance and annuities is to hedge against the risk that one will die early or late. The present value of the … people to buy more. Insurance is a hedge, not a bet. And it makes no sense to hedge more risk than you have. …
Persistent link: https://www.econbiz.de/10009432041