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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Derivat"
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Derivat
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96
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90
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Novales, Alfonso
2
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1
Azhar Mohamad
1
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1
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Journal of economic dynamics & control
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
109
Energy economics
76
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
31
International review of economics & finance : IREF
23
Finance research letters
21
Quantitative finance
19
Applied economics
17
Applied mathematical finance
17
Economic modelling
15
The European journal of finance
15
Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
Journal of financial economics
13
Research in international business and finance
13
European journal of operational research : EJOR
12
Review of derivatives research
12
Working paper
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American journal of agricultural economics
11
Applied financial economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of commodity markets
11
Applied economics letters
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Review of quantitative finance and accounting
10
The energy journal
10
The journal of finance : the journal of the American Finance Association
10
Computational economics
9
European financial management : the journal of the European Financial Management Association
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
9
Annals of finance
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Cogent economics & finance
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ECONIS (ZBW)
22
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
3
Cross hedging with stock index futures
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 128-144
Persistent link: https://www.econbiz.de/10013258262
Saved in:
4
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
5
Does the CEO elite education affect firm hedging policies?
Boubaker, Sabri
;
Clark, Ephraim
;
Mefteh-Wali, Salma
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 340-354
Persistent link: https://www.econbiz.de/10012431123
Saved in:
6
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
7
Derivatives-hedging, risk allocation and the cost of debt : evidence from bank holding companies
Deng, Saiying
;
Elyasiani, Elyas
;
Mao, Connie X.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 114-127
Persistent link: https://www.econbiz.de/10011792467
Saved in:
8
Does corporate derivative use reduce stock price exposure? : evidence from UK firms
Huang, Pinghsun
;
Kabir, M. Humayun
;
Zhang, Yan
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011792469
Saved in:
9
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
10
A portfolio insurance strategy for volatility index (VIX) futures
Jung, Young Cheol
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
Saved in:
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