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Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang; Wu, Pei-shan; Chen, Chun-Da; Cheng, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
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Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan; Shenghong, Li - In: Finance research letters 24 (2018), pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
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Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi - In: Journal of risk 20 (2017/2018) 6, pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17
nonelectronics subindex (NFNE) futures for cross hedging the price risk of stock sector indices traded on the Taiwan stock exchange …. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity … hedging stock sector exposures compared with the TAIEX and Taiwan 50 futures. Simultaneous hedge using both NFNE and MSCI …
Persistent link: https://www.econbiz.de/10011883272
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An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai - In: Global business and finance review 24 (2019) 3, pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
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Hedging effectiveness of applying constant and timevarying hedge ratios : evidence from Taiwan stock index spot and futures
Chen, Dar-hsin; Bin, Leo; Tseng, Chun-Yi - In: Journal of risk & control 1 (2014) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10010509212
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Determination of optimal hedging strategy for index futures : evidence from Turkey
Olgun, Onur; Yetkiner, Hakan - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 68-79
Persistent link: https://www.econbiz.de/10009563066
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Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer - 1994
Persistent link: https://www.econbiz.de/10000890678
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Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C. - 1984
Persistent link: https://www.econbiz.de/10000832569
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Aktienindexinstrumente in der Schweiz
Dubacher, René - 1991
Persistent link: https://www.econbiz.de/10000824044