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Benchmarking currency risk management practices of small and medium enterprises

Hariharan, S. Vasumathy - In: International journal of business excellence : IJBEX 24 (2021) 3, pp. 340-359

Persistent link: https://www.econbiz.de/10012596370

Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

Persistent link: https://www.econbiz.de/10011974365

The anatomy of the euro area interest rate swap market

Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019

Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...

Persistent link: https://www.econbiz.de/10011975602

Who bears interest rate risk?

Hoffmann, Peter; Langfield, Sam; Pierobon, Federico; … - 2018

We study the allocation of interest rate risk within the European banking sector using novel data. Banks' exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section. In contrast to conventional wisdom, net worth is increasing in interest rates for approximately...

Persistent link: https://www.econbiz.de/10011901434

Global hedging through post-decision state variables

Breton, Michèle; Godin, Frédéric - In: Journal of risk and financial management : JRFM 10 (2017) 3, pp. 1-6

Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal … criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at … maturity or exercise. Global hedging methods in discrete time can be implemented using dynamic programming. They provide …

Persistent link: https://www.econbiz.de/10011712512

Currency exposure and hedging practices among Indian non-financial firms : an empirical study

Bhagawan M., Praveen; Lukose P. J., Jijo - In: Foreign trade review : quarterly journal of Indian … 49 (2014) 3, pp. 247-262

Persistent link: https://www.econbiz.de/10010440135

Is corporate hedging always beneficial? : a theoretical and empirical analysis

Ahmed, Hany; Fairchild, Richard; Guney, Yilmaz - In: The European journal of finance 26 (2020) 17, pp. 1746-1780

Persistent link: https://www.econbiz.de/10012314651

Exchange risk perception and exchange risk management : a regional application in Turkey's manufacturing firms

Ogel, Serdar; Boyukaslan, Adem; Acikgozoglu, Semih - In: Contemporary issues in business economics and finance, (pp. 57-84). 2020

Persistent link: https://www.econbiz.de/10012313144

Effect of financial derivatives on the performance of commercial banks in Nigeria

Uchechukwu, Chinedu John; Okafor, Regina G. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 6, pp. 834-860

Persistent link: https://www.econbiz.de/10012887392

Hedging on the hill : does political hedging reduce firm risk?

Christensen, Dane M.; Jin, Hengda; Sridharan, Suhas A.; … - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4356-4379

Persistent link: https://www.econbiz.de/10013369067