pricing and hedging performance, there has been much less emphasis on approaches to measure dynamic hedging effectiveness …

pricing and hedging performance, there has been much less emphasis on approaches to measure dynamic hedging effectiveness …

, Dow-Jones, Nikkei, S&P 500, Brent, and WTI futures can be effective hedging instruments. We use a wavelet-based dynamic … hedging model to account for heterogeneous investors in the Bitcoin market. For a short-term horizon, soybean futures reduce …

We examine the impact of dynamic hedging demand of German option and discount certificate markets on the … market, a structured financial product with a concave payoff profile, asking whether dynamic hedging by certificate issuers … there are persistent spillover effects from option and certificate markets to stock markets due to dynamic hedging …

We examine the impact of dynamic hedging demand of German option and discount certificate markets on the … market, a structured financial product with a concave payoff profile, asking whether dynamic hedging by certificate issuers … there are persistent spillover effects from option and certificate markets to stock markets due to dynamic hedging …

properties under the null hypothesis of zero off-diagonal elements. Dynamic hedging strategies using optimal hedge ratios will be …

properties under the null hypothesis of zero off-diagonal elements. Dynamic hedging strategies using optimal hedge ratios will be …