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The Superiority of Time-Varying Hedge Ratios in Turkish Futures
Olgun, Onur; Yetkiner, I. Hakan - 2009
) and time-varying hedge ratio estimates (obtained via M-GARCH method) for future contracts of ISE-30 index of TurkDEX. We …
Persistent link: https://www.econbiz.de/10011807200
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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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Hedging effeciveness of cross-listend Nifty index futures
Kumar, K. Kiran; Bose, Shreya - In: Global economy journal : GEJ 19 (2019) 2, pp. 1950011-1-13
Persistent link: https://www.econbiz.de/10012201237
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Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji; Akinsomi, Omokolade - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
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Correlations and volatility spillover from China to Asian and Latin American Countries : identifying diversification and hedging opportunities
Yadav, Miklesh Prasad; Sharma, Sudhi; Aggarwal, Vaibhav; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
Heteroskedasticity (MGARCH) model with BEKK, diagonal, Constant Conditional Correlation (CCC), and finally, Dynamic Conditional …
Persistent link: https://www.econbiz.de/10014500295
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Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457
Persistent link: https://www.econbiz.de/10014446777
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The Superiority of Time-Varying Hedge Ratios in Turkish Futures
Olgun, Onur; Yetkiner, Ý. Hakan - Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2009
) and time-varying hedge ratio estimates (obtained via M-GARCH method) for future contracts of ISE-30 index of TurkDEX. We …
Persistent link: https://www.econbiz.de/10008558449