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Foreign exchange rate exposure of companies under dynamic regret

Entrop, Oliver; Fuchs, Fabian U. - 2020

This paper analyzes optimal hedge ratios for foreign exchange (FX) rate risk of companies. Our contribution to the literature is twofold: (i) We present a theoretical two-period regret model that allows us to analyze the determinants of the optimal hedge ratio given the outcome of past hedging...

Persistent link: https://www.econbiz.de/10012158926

Immunization of fixed-income portfolios using an exponential parametric model

Lund, Bruno; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 155-201

Persistent link: https://www.econbiz.de/10011538795

Dynamic relations between stock returns and exchange rate changes

Inci, Ahmet Can; Lee, Bong-soo - In: European financial management : the journal of the … 20 (2014) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10010248858

Efficient market theorists in the early nineteenth century : the Earl of Lauderdale (1759-1839) and Yamagata Bantō (1748-1821)

Takatsuki, Yasuo; Hisamatsu, Taro - 2022

Persistent link: https://www.econbiz.de/10013531073

Compressing over-the-counter markets

D'Errico, Marco; Roukny, Tarik - 2020

Persistent link: https://www.econbiz.de/10013485989

A conjecture on the origins and evolution of markets

Sandor, Richard L. - In: The Singapore economic review 67 (2022) 6, pp. 1781-1785

Persistent link: https://www.econbiz.de/10014240103

Is cross-hedging an effective strategy in equity futures market?

Jose, Nithin; Jose, Babu; Varghese, James - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014240203

Derivative applications to asset allocation and multi-asset management

Cazalet, William; Curtil, Dimitri; Fabozzi, Frank J.; … - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 531-551

Persistent link: https://www.econbiz.de/10015192351

Hedge accounting and firms' future investment spending

Kreß, Andreas; Eierle, Brigitte; Hartlieb, Sven; … - In: Finance research letters 72 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015198583

The use of derivatives in Nordic firms

Brunzell, Tor; Hansson, Mats; Liljeblom, Eva - In: The European journal of finance 17 (2011) 5/6, pp. 355-376

Persistent link: https://www.econbiz.de/10009155393