cross-border currency and interest rate derivative operations in calm and turbulent periods, with a view of extracting … substitutability, and incorporate the enriched information set provided by derivative-based transactions into monetary policy design …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …The phenomenal growth of derivative markets across the globe indicates their impact on the global financial scene. As …, it is equally recognised that derivative markets present market participants and regulators with different and complex …

gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative … interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall …, prices for puttable and extendible bonds fall by less. Their embedded options work as a cushion and replicate the trading …

portfolios with options: application to Nikkei futures and listed options. … cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang … transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model …

of output prices and the inclusion of both futures and/or call options in the portfolio. This study makes several … the optimal portfolio of futures and options and illustrate how this varies with several critical variables. …In this study, the strategic impacts of input-output price relationships on end-users' demands for futures and …