, crude oil, gold and currency compared to commodities, bonds and real estate. Furthermore, we test the effective hedging … the funds provides impeccable hedging effectiveness for all asset classes, except currency …

sector indices: dy-namic models and risk hedging, the probability of default in collateralized credit oper-ations, risk …

The present study has extended the analysis of Dash et al (2008) in comparing the performance of different hedging …. Based on the results of the simulation of this model, the hedging strategies which yielded highest returns and lowest …

/or individual that has exposure to foreign exchange rate risk will have specific foreign exchange hedging needs; on the other hand …, the effectiveness of different hedging techniques depends on the specific purposes they serve.The present study extends … the analysis of Dash et al. (2008) in comparing the performance of four different Forex hedging strategies, approaching …

A new Bayesian multi-chain Markov Switching GARCH model for dynamic hedging in energy futures markets is developed by … different hedging components. Our formulation also provides an avenue to analyze the contribution of the volatility dynamics and … framework with regime-switching models allows the definition of a robust minimum variance hedging strategy to also account for …

-movement of export and import related exchange rates. I find that operational hedging requires firms to intentionally choose …

increase but hedging costs rise as well. Based on the spillover index we document that during calm periods most of the …