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The hedging performance of the...
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Showing
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11
The impacts of risk management on investment and stock returns
Lee, Hangyong
- In:
Journal of economic research
11
(
2006
)
2
,
pp. 279-316
Persistent link: https://www.econbiz.de/10003472809
Saved in:
12
Three essays on financial economics
Lee, Hangyong
-
2003
Persistent link: https://www.econbiz.de/10003623717
Saved in:
13
Effectively
hedging
the interest rate risk of wide floating-rate coupon spreads
Schröder, Thomas
;
Dunbar, Kwamie
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
2
,
pp. 162-179
Persistent link: https://www.econbiz.de/10009154316
Saved in:
14
Hedging
instrument in post liquidity crisis : a case of interest rate swaps
Allen, Shannon
;
Kim, Sungsoo
;
Zitzler, Mark
- In:
Managerial finance
39
(
2013
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10009732993
Saved in:
15
The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2012
Persistent link: https://www.econbiz.de/10009671885
Saved in:
16
Hedging
or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
Saved in:
17
The interest rate swap : theory and evidence
Saunders, Kent T.
- In:
The journal of corporate finance : contracting, …
5
(
1999
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10001427617
Saved in:
18
Dynamic
hedging
of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
19
The effect of interest rate options
hedging
on term-structure dynamics
Kambhu, John
;
Mosser, Patricia C.
- In:
Economic policy review
7
(
2001
)
3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10001634867
Saved in:
20
An empirical analysis of thrift futures market activity
Murphy, J. A.
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 491-503
Persistent link: https://www.econbiz.de/10001109933
Saved in:
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