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The offer of financial derivatives in the banking sector of the Republic of Serbia

Kobilarev, Mina; Živanović, Branko - In: Economic analysis : EA 52 (2019) 2, pp. 43-63

Persistent link: https://www.econbiz.de/10012182249

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

Managers' research education, the use of FX derivatives and corporate speculation

Entrop, Oliver; Merkel, Matthias F. - 2018

In contrast to the U.S., many executive managers of continental European firms have a PhD. In this paper we analyze if a research-oriented background in the form of a PhD is linked to the corporate decision-making of CFOs in the use of foreign exchange (FX) derivatives in Germany. After...

Persistent link: https://www.econbiz.de/10011849332

The effect of new futures contracts on gold futures price volatility : evidence from the Thailand futures exchange

Woradee Jongadsayakul - In: Cogent economics & finance 8 (2020) 1, pp. 1-14

futures price volatility of existing gold futures with two contract sizes, 50 baht-weight and 10 baht-weight, using symmetric … modelling gold futures price volatility. The results confirm that the coming into market of Gold-D significantly reduces the … price volatility of existing gold futures. There is not a significant negative relationship between the introduction of Gold …

Persistent link: https://www.econbiz.de/10013179506

Accounting for financial instruments in the banking industry : conclusions from a simulation model

Gebhardt, Günther; Reichardt, Rolf; Wittenbrink, Carsten - 2003 - Revised: November 2003

universal bank with investment banking and commercial banking activities. We run simulations for different strategies (fully … IAS a fully hedged bank can portray its zero economic earnings in its financial statements. As Old IAS offer much … discretion, this bank may also present income that is either positive or negative. We further show that because of the …

Persistent link: https://www.econbiz.de/10009765358

Determinants of European Bank Credit Default Swap Spreads

Vogelheim, Jan - 2020

regression attributes more than 50% of the CDS spread variation to model-based EDF. Among bank-specific CAMELS indicators, a … is an important market-wide indicator of the macroeconomic environment explaining European bank CDS spreads. This … levels. With rising funding and liquidity risks or general risks to financial market stability, bank CDS spreads increase …

Persistent link: https://www.econbiz.de/10012832521

Bank interest rate risk management

Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956

Persistent link: https://www.econbiz.de/10012146909

Why do banks use credit default swaps (CDS)? : a systematic review

Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231

Persistent link: https://www.econbiz.de/10014474357

Bullion futures effect on spot prices in India

Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of business excellence 14 (2018) 3, pp. 319-338

Persistent link: https://www.econbiz.de/10011954124

When the US stock market becomes extreme?

Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225

Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....

Persistent link: https://www.econbiz.de/10010399734