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Hedging the currency exposure risk and international asset allocation
Valiani, Shohreh - 2004
Persistent link: https://www.econbiz.de/10002455078
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Hedging foreign currency portfolios
Gagnon, Louis; Lypny, Gregory J.; McCurdy, Thomas H. - In: Journal of empirical finance 5 (1998) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10001668824
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Dynamic currency hedging with ambiguity
Polak, Pawel; Ulrych, Urban - 2021 - This version: August 2021
Persistent link: https://www.econbiz.de/10012614590
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On optimizing risk exposures with trend-following strategies in currency overlay portfolios
Tee, Kaihong - In: The journal of investment strategies 6 (2016) 1, pp. 47-68
Persistent link: https://www.econbiz.de/10011668121
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Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel; Ulrych, Urban - In: Quantitative finance 24 (2024) 2, pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
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Foreign exchange hedging using regime-switching models : the case of pound sterling
Lee, Taehyun; Moutzouris, Ioannis C; Papapostolou, Nikos C - 2023
Persistent link: https://www.econbiz.de/10014373772
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Hedging foreign exchange rate risk : multi-currency diversification
Álvarez-Díez, Susana; Alfaro-Cid, Eva; Fernández … - In: European journal of management and business economics : … 25 (2016) 1, pp. 2-7
This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives … international activities. In particular, the reduction in the exchange risk borne through the use of natural multi-currency cross-hedging …
Persistent link: https://www.econbiz.de/10011821658
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Conditional covariances and direct central bank interventions in the foreign exchange markets
Beine, Michel - In: Journal of banking & finance 28 (2004) 6, pp. 1385-1411
Persistent link: https://www.econbiz.de/10002049613
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Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2016
The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commodities and biofuel helps commodity suppliers hedge...
Persistent link: https://www.econbiz.de/10011441704
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Futures hedging with stochastic volatility : a new method
Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207
Persistent link: https://www.econbiz.de/10012226719