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An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging
Yang, Ming Jing; Lai, Yi-Chuan - In: Applied financial economics 19 (2009) 13/15, pp. 1059-1072
The purpose of this study is to examine the hedging performance of the major international stock index futures …, including DJIA, S&P500, NASDAQ100, FTSE100, CAC40, DAX30 and Nikkei225 index futures, by using the various dynamic hedging … strategies and the traditional static hedging strategies. The objective functions of the expected utility maximization and …
Persistent link: https://www.econbiz.de/10003886000
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Hedging in stock index futures : lessons from the crash
Nevler, James M. - In: CRB commodity year-book (1988), pp. 16-23
Persistent link: https://www.econbiz.de/10001084360
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Short-run deviations and optimal hedge ratio : evidence from stock futures
Choudhry, Taufiq - In: Journal of multinational financial management 13 (2003) 2, pp. 171-192
Persistent link: https://www.econbiz.de/10001756471
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What is a better cross-hedge for energy : equities or other commodities?
Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Global finance journal 42 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012257103
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International equity index and currency futures : commodity currencies or emerging versus developed markets?
Krause, Timothy A.; Tse, Yiuman - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3294-3311
Persistent link: https://www.econbiz.de/10012125788
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Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania; Ghorbel, Ahmed - In: International journal of emerging markets 17 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
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Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling; Zhou, Zhongbao; Jiang, Yong; Ou, Yangchen - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
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Is gold a hedge or safe haven for Islamic stock market movements? : a Markov switching approach
Chkili, Walid - In: Journal of multinational financial management 42/43 (2017), pp. 152-163
Persistent link: https://www.econbiz.de/10011927913
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Can we reckon Bitcoin as a hedge, a safe haven or a diversifier for US dollars?
Regaieg, Rym; Moussa, Wajdi; Mgadmi, Nidhal - In: Global business review 25 (2024) 2_suppl, pp. 138S-150S
Persistent link: https://www.econbiz.de/10014634286
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Guida pratica ai futures su indici azionari : tecniche, mercati, strategie
Cirio, FLavio E. - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000891041