Showing 1 - 9 of 9
market for mortgage backed securities or credit derivatives. Moreover, the observed behavior of traders and institutions that …
Persistent link: https://www.econbiz.de/10009441008
an approach to derivatives instruments used to temper or even eliminate them. To illustrate the use of these derivatives …
Persistent link: https://www.econbiz.de/10009442613
for equities. Second, it examines whether or not crude oil derivatives transactions by oil and gas producers can change … crude oil derivatives transactions, and the systematic risk exposure effect of crude oil derivatives transactions. In … crude oil mixed with equities, this study then examines the value effect of crude oil derivatives transactions by oil and …
Persistent link: https://www.econbiz.de/10009475072
credit derivatives. This paper will examine the governmental and private regulatory systems that aided the proliferation of …
Persistent link: https://www.econbiz.de/10009475413
important for emerging market countries that are experiencing remarkable growth in derivatives markets. Using firm level data …, we report a significant fall in exposure over the past 10 years and relate this to higher derivatives market …-Dumas (1984) model. Next, we follow an indirect approach to infer derivatives market participation at the firm level. Finally, we …
Persistent link: https://www.econbiz.de/10009430125
of risk management. Most courses on derivatives, futures and options, and financial engineering are taught from the … corporation, the utility, the software firm — any potential end-user of derivatives, but not the dealer. Among the topics we will …
Persistent link: https://www.econbiz.de/10009432744
identified as determinants and that could inform future debate on these cases from a regulatory and supervisory policy …
Persistent link: https://www.econbiz.de/10013210154
The main aim of the paper is to examine the short- and medium-term empirical link between current account balances and a broad set of (economic) variables proposed by theoretical and empirical literature. The paper focuses on the Middle East and North Africa (MENA), an economically diverse...
Persistent link: https://www.econbiz.de/10009476893
This paper uses a uniquely rich project-level dataset to analyze determinants and trends of FDI flows to the Southern …
Persistent link: https://www.econbiz.de/10009444838