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Risk Management and Derivatives Use in Australian Firms

Batten, Jonathan A.; Hettihewa, Samanthala - In: Journal of Asia Business Studies 1 (2007) 2, pp. 37-44

Country‐specific information on risk management is increasingly important, not only for investors and decision makers in international markets but also, for those in national and regional markets. This study reports the results of a cross‐sectional survey of risk management practice and...

Persistent link: https://www.econbiz.de/10014838249

Agricultural‐risk management through community‐based wildlife conservation in Zimbabwe

Muchapondwa, Edwin; Sterner, Thomas - In: Journal of Agribusiness in Developing and Emerging Economies 2 (2012) 1, pp. 41-56

Purpose – The purpose of this paper is to investigate whether community‐based wildlife conservation can potentially be added in rural farmers’ investment portfolio to diversify and consequently reduce agricultural risk. Design/methodology/approach – The correlation coefficient is...

Persistent link: https://www.econbiz.de/10014839088

A review of derivatives research in accounting and suggestions for future work

Campbell, John L.; Mauler, Landon M.; Pierce, Spencer R. - In: Journal of Accounting Literature 42 (2019) 1, pp. 44-60

This paper provides a review of research on financial derivatives, with an emphasis on and comprehensive coverage of research published in 15 top accounting journals from 1996 to 2017. We begin with some brief institutional details about derivatives and then summarize studies explaining when and...

Persistent link: https://www.econbiz.de/10014839744

Size and currency derivatives usage by multilateral banks

Kamau, Philip; L. Inanga, Eno; Rwegasira, Kami - In: Journal of Advances in Management Research 11 (2014) 3, pp. 257-272

may be cost effective for them to use internal hedging techniques as economies of scale applies in currency derivative …

Persistent link: https://www.econbiz.de/10014840182

Hedging and Gambling: Corporate Risk Choice when Informing the Market

Degeorge, François; Moselle, Boaz; Zeckhauser, Richard - C.E.P.R. Discussion Papers - 1996

This paper analyses corporate risk choice when firms and their managers have private information regarding firm quality. Managers – representing themselves or shareholders – have a short time horizon and wish to boost the firm’s reputation in the market. Investors observe the firm’s...

Persistent link: https://www.econbiz.de/10005656404

Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

Hammoudeh, S.M.; Yuan, Y.; McAleer, M.J.; Thompson, M.A. - Erasmus University Rotterdam, Econometric Institute - 2009

. The implications of the estimated results for portfolio designs and hedging strategies are also analyzed. The results for … optimal weights in a two-asset portfolio and the hedging ratios for long positions. …

Persistent link: https://www.econbiz.de/10008484071

Hedging Portfolios with Short ETFs

Michalik, Thorsten; Schubert, Leo - In: Economic Analysis Working Papers (2002-2010). Atlantic … 8 (2009) December, pp. 1-23

allow funds manager to earn in bearish markets and therefore, short ETFs offer a competitive hedging possibility. To get … some insights in the value of short ETF as instrument for “perfect” hedging, empirical data of the German stock index DAX … are used. Obviously, using short ETF for hedging cannot completely neutralize losses of the underlying instrument. The …

Persistent link: https://www.econbiz.de/10008484497

Time Varying Risk Aversion: An Application to Energy Hedging

Cotter, John; Hanly, Jim - Geary Institute, University College Dublin - 2010

of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting …

Persistent link: https://www.econbiz.de/10008487726

Insurance with frequent trading

Penalva, José - Department of Economics and Business, Universitat … - 1997

This paper looks at the dynamic management of risk in an economy with discrete time consumption and endowments and continuous trading. I study how agents in such an economy deal with all the risk in the economy and attain their Pareto optimal allocations by trading in a few natural securities:...

Persistent link: https://www.econbiz.de/10005572638

Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach

Casassus, Jaime; Ceballos, Diego - Instituto de Economía, Facultad de Ciencia Económicas … - 2010

that it is a good strategy to use as a hedge, the futures whose maturity is closer to the hedging horizon. This is … particularly true for short-term hedging. …

Persistent link: https://www.econbiz.de/10008642618