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On speculators and hedgers in currency futures markets : who leads whom?

Röthig, Andreas - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10009159822

The relationship between earnings volatility and corporate risk disclosures

Rammala, Johannes; Toerien, Franz Eduard - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10015046025

Speculative ratios and returns volatility in the South African white maize futures market

Sayed, Ayesha; Auret, C. - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

Granger-causality between speculative and hedging ratios and volatility but also assesses their interactions through variance …

Persistent link: https://www.econbiz.de/10014500465

Swap market model : theory and empirical evidence

Gan, Bing (contributor); Guan, Eric (contributor); … - 2008

This paper tests the co-terminal swap market model (SMM) pricing and hedging performance on Bermudan swaptions. To our … particular volatility formula may not be enough to capture the term structure of different markets. Hedging performance of the …