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Do Corporations Hedge or Speculate with Derivatives? A Regression Analysis of 31 Fortune 500 US Companies

Khalkhali, Mohsen - 2009

This paper addresses the public and regulatory discussions on whether firms use derivatives to reduce or increase risk. The investigation is carried out to see whether firms hedge or speculate with derivatives by using a regression quantitative analysis of a sample of 433 firm quarters of 31...

Persistent link: https://www.econbiz.de/10013160128

The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time

Oskay, Bora - 2018

Persistent link: https://www.econbiz.de/10012913510

Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions

Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 106 (2002) 1, pp. 143-170

Persistent link: https://www.econbiz.de/10001633720

Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions

Dufour, Jean-Marie; Khalaf, Lynda - 2000

Persistent link: https://www.econbiz.de/10001504719

Estimation and inference in SUR models when the number of equations is large

Fiebig, Denzil G.; Kim, Jae H. - In: Econometric reviews 19 (2000) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10001455667

Nonparametric estimation and test for quadrant correlation in multivariate binary response models

Lee, Myoung-jae - In: Econometric reviews 18 (1999) 4, pp. 387-415

Persistent link: https://www.econbiz.de/10001413473

Misleading Heuristics for Moderated Multiple Regression Models

Irwin, Julie R.; McClelland, Gary - 2009

Moderated multiple regression models allow the simple relationship between the dependent variable and an independent variable to depend on the level of another independent variable. The moderated relationship, often referred to as the interaction, is modeled by including a product term as an...

Persistent link: https://www.econbiz.de/10014046842

Level-slope-curvature : fact or artefact?

Lord, Roger; Pelsser, Antoon André Jean - 2005

conditions have the nice interpretation of restricting the level, slope and curvature of the correlation surface. It is proven … that the Schoenmakers-Coffey correlation matrix also brings along such factors. Finally, we formulate and corroborate our … conjecture that the order present in correlation matrices causes slope. …

Persistent link: https://www.econbiz.de/10011346478

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Persistent link: https://www.econbiz.de/10001555314

Advancing the Iid Test Based on Integration Across the Correlation Integral : Ranges, Competition, and Power

Kočenda, Evžen; Briatka, Lubos - 2005

(over which the correlation integral is calculated) are specified. For these ε-ranges new critical values for various …

Persistent link: https://www.econbiz.de/10014061479

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