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source:"edz"
~isPartOf:"Applied financial economics"
~isPartOf:"International review of financial analysis"
~source:"econis"
~subject:"Hedging"
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ECONIS (ZBW)
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1
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
2
Evaluating the performance of futures hedging using factors-driven realized volatility
Yu, Xing
;
Li, Yanyan
;
Gong, Xue
;
Zhang, Nan
- In:
International review of financial analysis
84
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013472972
Saved in:
3
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
4
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
5
Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis
Urquhart, Andrew
;
Zhang, Hanxiong
- In:
International review of financial analysis
63
(
2019
),
pp. 49-57
Persistent link: https://www.econbiz.de/10012207368
Saved in:
6
Portfolio diversification with virtual currency : evidence from bitcoin
Guesmi, Khaled
;
Saadi, Samir
;
Abid, Ilyes
;
Ftiti, Zied
- In:
International review of financial analysis
63
(
2019
),
pp. 431-437
Persistent link: https://www.econbiz.de/10012208197
Saved in:
7
Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
Ahmad, Wasim
;
Mishra, Anil V.
;
Daly, Kevin Edward
- In:
International review of financial analysis
59
(
2018
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012006930
Saved in:
8
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
9
Stock market volatility spillovers and portfolio hedging : BRICS and the financial crisis
Syriopoulos, Theodore
;
Makram, Beljid
;
Boubaker, Adel
- In:
International review of financial analysis
39
(
2015
),
pp. 7-18
Persistent link: https://www.econbiz.de/10011573010
Saved in:
10
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
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