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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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Optimal hedging under intertemporally dependent preferences
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1991
Persistent link: https://www.econbiz.de/10000817555
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Optimal hedging under intertemporally dependent preferences
Briys, Eric - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1315-1324
Persistent link: https://www.econbiz.de/10001098059
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An intertemporal model of consumption and hedging
Briys, Eric
Persistent link: https://www.econbiz.de/10001273592
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
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Hedging versus speculating with interest rates futures
Briys, Eric; Crouhy, Michel; Pieptea, Daniel R. - 1989
Persistent link: https://www.econbiz.de/10000766783
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Hedging versus speculating with interest rate futures
Briys, Eric
Persistent link: https://www.econbiz.de/10001273584
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Optimal currency hedge ratios and interest rate risk
Briys, Eric; Solnik, Bruno - 1992
Persistent link: https://www.econbiz.de/10000838412
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Optimal currency hedge ratios and interest rate risk
Briys, Eric - In: Journal of international money and finance 11 (1992) 5, pp. 431-445
Persistent link: https://www.econbiz.de/10001129978