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The informativeness of derivatives use : evidence from corporate disclosure through public announcements
Fernando, Chitru S.; Hoelscher, Seth A.; Raman, Vikas - In: Journal of banking & finance 114 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012489013
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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: Journal of banking & finance 58 (2015), pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
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On the use of options by mutual funds : do they know what they are doing?
Cici, Gjergji; Palacios, Luis-Felipe - In: Journal of banking & finance 50 (2015), pp. 157-168
Persistent link: https://www.econbiz.de/10010509619
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A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Journal of banking & finance 105 (2019), pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
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Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.; Makar, Stephen D.; Wang, Li; Whyte, … - In: Journal of banking & finance 86 (2018), pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
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The skewness of commodity futures returns
Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962440