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The hedge ratio and the empirical relationship between the stock and futures markets : a new approach using wavelet analysis
In, Francis Haeuck; Kim, Sangbae - In: The journal of business : B 79 (2006) 2, pp. 799-820
Persistent link: https://www.econbiz.de/10003310384
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Growth of derivatives in the Indian stock market : hedging v/s speculation
Misra, Dheeraj; Misra, Sangeeta Dhawan - In: The Indian journal of economics 86 (2005) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10003315277
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Crude oil, equity and gold futures open interest co-movements
Souček, Michael - In: Energy economics 40 (2013), pp. 306-315
Persistent link: https://www.econbiz.de/10010350647
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Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao; Wang, Yi-Chiuan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
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Brazilian real futures trading and volatility in the Brazilian equity market
Brown, Cynthia Jane; Curci, Roberto - In: Latin American financial markets : developments in …, (pp. 99-111). 2004
Persistent link: https://www.econbiz.de/10002607796
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Equity volatility trading strategy in two closely related indices : a risk management perspective
Kubli, Heinz R.; Kemmsies, Walter - In: Financial risk and financial risk management, (pp. 117-135). 2002
Persistent link: https://www.econbiz.de/10001755635
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The Impact of Derivatives Hedging on Stock Market : Evidence from Taiwan Covered Warrants Market
Chung, San-Lin - 2017
This paper examines the hedging impact on the underlying stock market using a comprehensive dataset of covered warrants … traded in the Taiwan Stock Exchange (TWSE). Since TWSE requires the warrant issuers to conduct dynamic hedging over the life … of warrants, we can estimate the number of shares bought or sold for rebalancing the hedging portfolio and measure its …
Persistent link: https://www.econbiz.de/10012975829
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Der Einsatz derivativer Finanzinstrumente zum Management von Aktienrisiken
Eckermann, Henning - In: Finanzmärkte : Funktionsweise, Integrationseffekte und …, (pp. 61 - 80). 1999
Persistent link: https://www.econbiz.de/10014550016
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Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania; Ghorbel, Ahmed - In: International journal of emerging markets 17 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
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Securities transaction tax-case study of India
Malik, Neha - 2014
Security Transaction Tax (STT) was introduced in the Indian capital market in 2004. It is a tax on transaction of equities as well as their derivatives. Despite the reduction in STT over the years, it constitutes a large percentage (next only to brokerage fee) of the total cost of trading. The...
Persistent link: https://www.econbiz.de/10010354157