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Reexaming the hedging behavior and investors' risk aversion in the currency futures markets : mean-variance versus extended mean-gini approach
Hwang, Dar-yeh; Lin, Yu-tsung; Shen, Chung-hua; Wu, Soushan - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 345-358
Persistent link: https://www.econbiz.de/10001211207
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La couverture des risques monétaires
1986
Persistent link: https://www.econbiz.de/10000890530
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What determines the yen swap spread?
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
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Currency excess returns and global downside market risk
Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
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FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M. - 2012
Persistent link: https://www.econbiz.de/10009577763
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Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk
Azad, A. S. M. Sohel; Fang, Victor; Wickramanayake, … - In: International review of finance 11 (2011) 3, pp. 353-390
Persistent link: https://www.econbiz.de/10009350006
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An investigation of risk and return in forward foreign exchange
Hodrick, Robert J.; Srivastva, Sanjay - 1983
Persistent link: https://www.econbiz.de/10002865723
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An Investigation of Risk and Return in Forward Foreign Exchange
Hodrick, Robert J. - 1983
This paper examines the determination of risk premiums in foreign exchange markets. The statistical model is based on a … heteroskedasticity. We find that there is evidence for heteroskedasticity and that the conditional expectation of the risk premium is a …
Persistent link: https://www.econbiz.de/10012477919
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Impact of derivative usage on firm's risk and value : a comparative analysis of Pakistan and Malaysia
Alam, Atia; Afza, Talat - In: Argumenta oeconomica 38 (2017) 1, pp. 221-242
Persistent link: https://www.econbiz.de/10012284659
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Market risk and trading durations
Raizada, Gaurav; Rao, S. V. D. Nageswara - In: The empirical economics letters : a monthly … 18 (2019) 4, pp. 391-400
Persistent link: https://www.econbiz.de/10012312395