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~subject:"Currency derivative"
~subject:"Volatilität"
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Currency derivative
Volatilität
Hedging
9,903
Theorie
3,727
Theory
3,655
Portfolio-Management
2,254
Portfolio selection
2,236
Derivat
2,013
Derivative
2,012
Risikomanagement
1,440
Risk management
1,433
Optionspreistheorie
1,245
Option pricing theory
1,213
hedging
1,056
Volatility
963
USA
921
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903
Risk
811
Risiko
801
Welt
677
World
667
Schätzung
647
Estimation
633
Hedgefonds
633
Hedge fund
628
Währungsmanagement
575
Rohstoffderivat
561
Commodity derivative
558
Foreign exchange management
556
Kapitaleinkommen
534
Optionsgeschäft
534
Capital income
532
Option trading
524
Währungsrisiko
520
Exchange rate risk
482
Stochastischer Prozess
459
Stochastic process
448
Währungsderivat
423
ARCH-Modell
390
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385
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369
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Article
866
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211
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204
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196
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42
Thesis
35
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Broll, Udo
37
McAleer, Michael
28
Wahl, Jack E.
19
Chang, Chia-Lin
18
Hammoudeh, Shawkat
15
Kit, Pong Wong
14
Mensi, Walid
14
Kang, Sang Hoon
13
Lien, Da-hsiang Donald
13
Giglio, Stefano
12
Zilcha, Itzhak
12
Bos, Charles S.
11
Dew-Becker, Ian
11
Branger, Nicole
10
Frey, Rüdiger
10
Schlag, Christian
10
Alexander, Carol
9
Borensztein, Eduardo
9
Jeanne, Olivier
9
Sandri, Damiano
9
Zhang, Jin E.
9
Hau, Harald
8
Koutsokostas, Drosos
8
Lai, Yu-Sheng
8
Mahieu, Ronald J.
8
Papathanasiou, Spyros
8
Röthig, Andreas
8
Xuan Vinh Vo
8
Bouri, Elie
7
Hoffmann, Peter
7
Langfield, Sam
7
Timmer, Yannick
7
Bräuning, Falk
6
Chiarella, Carl
6
Dijk, Herman K. van
6
Kelly, Bryan T.
6
Kočenda, Evžen
6
Lin, Yueh-neng
6
Poon, Ser-Huang
6
Yousaf, Imran
6
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National Bureau of Economic Research
12
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2
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
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Canadian International Futures Conference and Research Seminar <4, 1988, Toronto>
1
Canadian Securities Institute <Toronto>
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Institut für Schweizerisches Bankwesen <Zürich>
1
International Monetary Fund
1
Internationaler Währungsfonds
1
Internationaler Währungsfonds / Research Department
1
Massachusetts Institute of Technology / Department of Economics
1
Queen Mary and Westfield College
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of British Columbia / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Ulm
1
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
1
École des Hautes Études Commerciales <Lausanne>
1
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The journal of futures markets
70
Energy economics
39
Finance research letters
24
International journal of theoretical and applied finance
20
International review of financial analysis
20
Journal of banking & finance
19
The North American journal of economics and finance : a journal of financial economics studies
17
Applied mathematical finance
16
Discussion paper / Tinbergen Institute
16
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Economic modelling
12
NBER working paper series
12
Research in international business and finance
12
Journal of international money and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Journal of multinational financial management
10
NBER Working Paper
10
Applied economics
9
Journal of economic dynamics & control
9
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
8
Computational economics
8
Econometric Institute research papers
8
Global finance journal
8
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper
7
International journal of finance & economics : IJFE
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial markets
6
Research paper series / Swiss Finance Institute
6
Review of derivatives research
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Advances in futures and options research : a research annual
5
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Source
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ECONIS (ZBW)
1,350
EconStor
8
USB Cologne (business full texts)
5
USB Cologne (EcoSocSci)
2
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Date (oldest first)
1
Hedging
pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
4
Foreign exchange
hedging
using regime-switching models : the case of pound sterling
Lee, Taehyun
;
Moutzouris, Ioannis C
;
Papapostolou, Nikos C
-
2023
Persistent link: https://www.econbiz.de/10014373772
Saved in:
5
Frequency volatility connectedness and portfolio
hedging
of U.S. energy commodities
Kočenda, Evžen
;
Moravcová, Michala
-
2024
We analyze (frequency) connectedness and portfolio
hedging
among U.S. energy commodities from 1997 to 2023. We show …
Persistent link: https://www.econbiz.de/10014456134
Saved in:
6
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
7
Granular corporate
hedging
under dominant currency
Alfaro, Laura
;
Calani, Mauricio
;
Varela, Liliana
-
2023
Persistent link: https://www.econbiz.de/10014318098
Saved in:
8
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Granular corporate
hedging
under dominant currency
Alfaro, Laura
;
Calani, Mauricio
;
Varela, Liliana
-
2023
Persistent link: https://www.econbiz.de/10014309407
Saved in:
10
BeVIXed: trading fear in the volatility complex
Varadarajan, Chakravarthy
;
Schenk-Hoppé, Klaus Reiner
- In:
Risks : open access journal
11
(
2023
)
5
,
pp. 1-18
hedging
in markets for futures and higher-order derivatives. We supplement the vast statistical analysis of volatility …
Persistent link: https://www.econbiz.de/10014332075
Saved in:
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