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Funds and single-name CDS: hedging or trading?
Mazzacurati, Julien; Guagliano, Claudia; Spolaore, … - 2021
Persistent link: https://www.econbiz.de/10012506011
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Financial derivatives : hedging with futures, forwards, options and swaps
Winstone, David - 1995 - 1. ed.
Persistent link: https://www.econbiz.de/10013487872
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial economics 116 (2015) 2, pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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What drives repo haircuts? : evidence from the UK market
Julliard, Christian; Pintér, Gábor; Todorov, Karamfil; … - 2022
Persistent link: https://www.econbiz.de/10013286831
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What drives repo haircuts? : evidence from the UK market
Julliard, Christian; Pinter, Gabor; Todorov, Karamfil; … - 2024
Persistent link: https://www.econbiz.de/10014559119
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What drives repo haircuts? : evidence from the UK market
Julliard, Christian; Pinter, Gabor; Todorov, Karamfil; … - 2022
Persistent link: https://www.econbiz.de/10013327191
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Hedging cryptos with Bitcoin futures
Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, … - 2021 - This version: December 16, 2021
hedge ratio. Extensive out-of-sample tests give insights in the practice of hedging various cryptos and crypto indices … dependence structures between BTC-not-involved assets and the futures. As a consequence, results of hedging other assets and …
Persistent link: https://www.econbiz.de/10012797474
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Market structure and supply chain strategies in the global agricultural commodity industry : a comparison between EU and USA
Camanzi, Luca; Polino, Marzia; Verza, Marta - In: Journal for global business advancement : JGBA 13 (2020) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10012516045
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Portfolio diversification during Covid-19 outbreak : is gold a hedge and a safe-haven asset?
Živanović, Vladimir; Vitomir, Jelena; Đorđević, Bojan - In: Prague economic papers : a bimonthly journal of … 31 (2022) 2, pp. 169-194
Persistent link: https://www.econbiz.de/10013205100