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~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of multinational financial management"
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Search: subject_exact:"Currency hedging"
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Hedging
219
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104
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104
Option pricing theory
64
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64
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54
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54
Portfolio selection
38
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3
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2
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
Journal of multinational financial management
The journal of futures markets
328
Energy economics
116
Journal of banking & finance
113
Finance research letters
104
International review of financial analysis
78
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65
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56
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55
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The North American journal of economics and finance : a journal of financial economics studies
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47
Journal of economic dynamics & control
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European journal of operational research : EJOR
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The European journal of finance
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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Risks : open access journal
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American journal of agricultural economics
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Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Journal of international money and finance
32
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
219
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
4
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab
- In:
Journal of multinational financial management
49
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
Saved in:
5
Does foreign currency-denominated debt affect dividend payout policy? : evidence from Korea
Choi, Young Mok
;
Park, Kunsu
- In:
Journal of multinational financial management
49
(
2019
),
pp. 20-34
Persistent link: https://www.econbiz.de/10012314321
Saved in:
6
The diminishing hedging role of crude oil : evidence from time varying financialization
Sharma, Shahil
;
Rodriguez, Ivan
- In:
Journal of multinational financial management
52/53
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314778
Saved in:
7
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
8
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
9
Rare disasters, financial development, and sovereign debt
Rebelo, Sérgio
;
Wang, Neng
;
Yang, Jinqiang
-
2018
Persistent link: https://www.econbiz.de/10011983187
Saved in:
10
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
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