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What motivates insurers to use derivatives : evidence from the United Kingdom life insurance industry
Shiu, Yung-ming - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 2, pp. 186-196
Persistent link: https://www.econbiz.de/10009157419
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The determinants of foreign exchange hedging in Alternative Investment Market firms
Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111
Persistent link: https://www.econbiz.de/10009733294
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Pricing and hedging of inflation-indexed bonds in an affine framework
Eksi, Zehra; Filipović, Damir - 2013
This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the … for the factor process. Then, we perform a novel hedging analysis where our objective is to replicate an indexed bond of a … given maturity by trading a portfolio of nominal bonds. This analysis leads to a hedging criterion based on a set of …
Persistent link: https://www.econbiz.de/10010257509
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It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten - In: The journal of risk & insurance 89 (2022) 2, pp. 339-369
Persistent link: https://www.econbiz.de/10013191414
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The private and social value of British electrical interconnectors
Newbery, David M. G.; Castagneto Gissey, Giorgio; Guo, Bowei - 2019
Persistent link: https://www.econbiz.de/10012699235
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Expectations and forecasting in the US Dollar/British pound market
Goss, Barry A.; Fry, Jane M. - 1994
Persistent link: https://www.econbiz.de/10000888896
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Chancen und Risiken der Finanzierung von Investitionen durch die Emission von Konsols
Schwander, Dunja - 1997
Persistent link: https://www.econbiz.de/10000626618
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Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana - In: The journal of futures markets 28 (2008) 2, pp. 182-207
Persistent link: https://www.econbiz.de/10003647712
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Hedge ratio estimation and hedging effectiveness : the case of the S&P 500 stock index futures contract
Kenourgios, Dimitris; Samitas, Aristeidis; Drosos, … - In: International journal of risk assessment and management … 9 (2008) 1/2, pp. 121-134
Persistent link: https://www.econbiz.de/10003741204
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243