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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
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The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time
Oskay, Bora - 2018
Persistent link: https://www.econbiz.de/10012913510
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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
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - 2000
Persistent link: https://www.econbiz.de/10001504719
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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
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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
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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
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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
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
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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