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The hedging effectiveness of gold against US stocks in a post-financial crisis era
Shrydeh, Najib; Shahateet, Mohammed Issa; Mohammad, Suleiman - In: Cogent economics & finance 7 (2019) 1, pp. 1-23
spot prices and US equity prices following the 2007 Global Financial Crisis. It also aims at estimating hedging …,870 daily observations of US financial market during 2007-2017. Findings-The results suggest that the hedging effectiveness of … investors, policy makers and portfolio managers. The key findings of this study are critical in formulating optimal hedging …
Persistent link: https://www.econbiz.de/10014233046
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Harnessing whales : the role of shadow price disclosure in money market mutual fund reform
Locke, Larry G.; Mitra, Ethan; Locke, Virginia - In: Journal of business & economics research 11 (2013) 4, pp. 187-196
Persistent link: https://www.econbiz.de/10009747270
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Four essays on international reserves
Ra, Hee-ryang - 2007
Persistent link: https://www.econbiz.de/10009692344
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Opportunity cost of the crisis : crisis loss ranking for the CIS countries
Ahmadov, Bahruz - In: The Caucasus & globalization : journal of social, … 4 (2010) 3/4, pp. 76-87
Persistent link: https://www.econbiz.de/10008935404
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Shadow Prices of Non-performing Loans for Chinese Banks in the Post-Crisis Era
Zhao, Shirong - 2020
This paper examines how non-performing loans (NPLs) affect Chinese commercial banks before, during, and after the 2008 global financial crisis as well as the subsequent 2008—2010 stimulus. By accounting for NPLs as undesirable outputs, banks' technical efficiency is estimated using directional...
Persistent link: https://www.econbiz.de/10012823203
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The financial crisis and the shadow price of bank capital
Hasannasab, Maryam; Margaritis, Dimitris; Staikouras, … - In: Application of operations research to financial markets, (pp. 131-154). 2019
Persistent link: https://www.econbiz.de/10012157397
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The Financial Crisis and the Shadow Price of Bank Capital
Hasannasab, Maryam; Margaritis, Dimitris; Staikouras, … - 2022
We employ parametric forms of directional distance functions to obtain shadow prices of bank equity capital for listed and unlisted banks. We exploit cost, revenue and profit maximisation as the optimisation criteria to derive pricing rules, which allow us to find shadow prices for both inputs...
Persistent link: https://www.econbiz.de/10013306133
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Weather derivatives, spatial aggregation, and systemic risk : implications for reinsurance hedging
Woodard, Joshua D.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 33 (2008) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003730339
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Financial evolution and stability : the case of hedge funds
Janér, Kent - In: Sveriges Riksbank economic review (2008) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10003645488
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Operational hedges and foreign-exchange exposure : the experience of US MNCs during the Asian financial crisis
Francis, Bill; Hasan, Iftekhar; Pantzalis, Christos - In: Issues in corporate governance and finance, (pp. 445-479). 2007
Persistent link: https://www.econbiz.de/10003538996