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Searching for assets to hedge against inflation in the U.S. market
Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575253
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Commercial real estate investments and the term structure of risk and return
Rehring, Christian - 2010
Persistent link: https://www.econbiz.de/10008858368
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What drives gold demand in central bank's foreign exchange reserve portfolio?
Ghosh, Amit - In: Finance research letters 17 (2016), pp. 146-150
Persistent link: https://www.econbiz.de/10011596266
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Futures trading, spot price volatility and market efficiency : evidence from European real estate securities futures
Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-long - In: The journal of real estate finance and economics 48 (2014) 2, pp. 299-322
Persistent link: https://www.econbiz.de/10010396121
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Model-independent lower bound on variance SWAPS
Kahalé, Nabil - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid; Jiang, Zhuhua; Xuan Vinh Vo; Yoon, Seong-min - In: Australian economic papers 62 (2023) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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The dynamic return and volatility spillovers among size-based stock portfolios in the Saudi market and their portfolio management implications during different crises
Al-Nassar, Nassar S. - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-30
crises, which translate to higher hedge ratios, increasing the cost of hedging during turbulent times. The optimal portfolio …
Persistent link: https://www.econbiz.de/10014414270
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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Computational finance
Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4
of numerical methods for pricing, hedging, and risk management of financial instruments. …
Persistent link: https://www.econbiz.de/10012309311
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Return and volatility spillover between sectoral stock and oil price : evidence from Pakistan stock exchange
Malik, Muhammad Irfan; Rashid, Abdul - In: Annals of financial economics 12 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011716135