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Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Garber, Peter M. - 1994

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and...

Persistent link: https://www.econbiz.de/10014395986

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38

diversification and risk management. The study calculates the effectiveness of hedging equities portfolios between markets, using the … US market does not provide a superior hedging ratio for Asia-Pacific nations. For other stock markets, India, Hong Kong …, and New Zealand have the best hedge ratios, portfolio weights, and hedging efficacy. Finally, this research raised the …

Persistent link: https://www.econbiz.de/10014500629

Hedge and safe-haven properties of cryptocurrencies : evidence in East Asia-5 market

Tan, Chiang-Ching; Ling, Pick Soon; Sim, Siew-Ling; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-16

that these cryptocurrencies had dissimilar hedging and safe haven capabilities across various stock indices and exchange …

Persistent link: https://www.econbiz.de/10014500687

Modelling the dynamics of cryptocurrency prices for risk hedging : the case of Bitcoin, Ethereum, and Litecoin

Madichie, Chekwube V.; Ngwu, Franklin N.; Eze, Eze A.; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

Cryptocurrencies have, over the years, gained an unprecedented prominence in financial discourse, with the market fielding over 5,300 digital currencies and reaching over $2 trillion in market capitalisation in 2022. The surge in market values of digital currencies and their popularity in the...

Persistent link: https://www.econbiz.de/10014500765

Multiple currencies and cross hedging

Broll, Udo - 1995

Persistent link: https://www.econbiz.de/10013388160

Firms, currency hedging, and financial derivatives

Alfaro, Laura; Calani, Mauricio; Varela, Liliana - In: Handbook of financial integration, (pp. 340-370). 2024

Persistent link: https://www.econbiz.de/10015078623

Moderators of pricing and willingness to pay for parametric weather risk mitigants in agriculture : an integrative review, conceptual framework, and research agenda

Gairola, Gaurav; Dey, Kushankur - In: Cogent economics & finance 11 (2023) 2, pp. 1-23

The agriculture sector observed the penetration of parametric weather risk financial products, including weather index insurance and weather derivatives, between the late 1990s and the early 2000s. However, the adoption of such products remains low. While the reasons for low adoption are...

Persistent link: https://www.econbiz.de/10014502820

Is gold an inflation hedge in Vietnam? : a non-linear approach

Đỗ Minh Đức; Tran Tho Dat; Nguyen Hong Nhung; Le … - In: Cogent economics & finance 11 (2023) 2, pp. 1-18

This paper investigates the inflation-hedging ability of gold in Vietnam from 2011 to 2022. In order to assess how …

Persistent link: https://www.econbiz.de/10014503052

Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns

Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018

guidance on mitigating the risks. Examine an options-based approach to limiting your portfolio's downside risk Manage …

Persistent link: https://www.econbiz.de/10011761934

Derivatives analytics with Python : data analysis, models, simulation, calibration and hedging

Hilpisch, Yves - 2015

"Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to … implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques … theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound …

Persistent link: https://www.econbiz.de/10011294381