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On the effectiveness of dynamic stock index portfolio hedging : evidence from emerging markets futures

Hasan, Mohammad S.; Choudhry, Taufiq - In: Advances in financial risk management : corporates, …, (pp. 364-390). 2013

Persistent link: https://www.econbiz.de/10010213041

Contemporary Trends in Accounting, Finance and Financial Institutions : Proceedings from the International Conference on Accounting, Finance and Financial Institutions (ICAFFI), Po...

Choudhry, Taufiq (ed.); Mizerka, Jacek (ed.) - 2018

This book gathers the proceedings of the ICAFFI International Conference on Accounting, Finance and Financial Institutions. The main topics addressed include: corporate finance, financial markets and asset pricing, empirical finance, taxation, financial risk management, international finance,...

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Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models

Choudhry, Taufiq; Hasan, Mohammad S.; Zhang, Yuanyuan - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 67-100

Persistent link: https://www.econbiz.de/10012051118

Multiday expected shortfall under generalized t distributions : evidence from global stock market

Iqbal, Robina; Sorwar, Ghulam; Baker, Rose; Choudhry, Taufiq - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 803-825

Persistent link: https://www.econbiz.de/10012304001

Stock market volatility and business cycle : evidence from linear and nonlinear causality tests

Choudhry, Taufiq; Papadimitriou, Fotios I.; Shabi, Sarosh - In: Journal of banking & finance 66 (2016), pp. 89-101

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An improved framework for approximating option prices with application to option portfolio hedging

Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun; … - In: Economic modelling 59 (2016), pp. 285-296

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Information uncertainty and momentum phenomenon amidst market swings : evidence from the Chinese class a share market

Wu, Yuan; Choudhry, Taufiq - In: Asia-Pacific financial markets 25 (2018) 2, pp. 111-136

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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter

Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973

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An econometric investigation of hedging performance of stock index futures in Korea : dynamic versus static hedging

Hasan, Mohammad S.; Choudhry, Taufiq; Zhang, Yuanyuan - In: International journal of banking, accounting and … 11 (2020) 2, pp. 227-253

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Risk management under time varying volatility and Pareto-stable distributions

Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167

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