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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Testing futures returns predictability : implications for hedgers
De Ville de Goyet, Cédric (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003612541
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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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Two essays on derivatives
Demirer, Rıza - 2003
Persistent link: https://www.econbiz.de/10003385157
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Hedging for the long run
Hulley, Hardy; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856788
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Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun; Lee, Hsiang-tai - In: The journal of futures markets 34 (2014) 2, pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
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Comparing hedging effectiveness : an application of the encompassing principle
Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 29 (2004) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10002084557
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Dynamic hedge with forecasting : a Martingale approach
Lee, Chin-shen - In: Advances in investment analysis and portfolio … 8 (2001), pp. 205-229
Persistent link: https://www.econbiz.de/10001640887
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An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The journal of futures markets 24 (2004) 4, pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
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Financial derivatives and monetary policy transmission
Fender, Ingo - 2000
Persistent link: https://www.econbiz.de/10001490964