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~subject:"Futures"
~subject:"Schätzung"
~isPartOf:"Working Papers in Economics"
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Futures
Schätzung
hedging
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MGARCH
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BRICS
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Basel Accord
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Basket Credit Derivatives
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Complete markets
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Currency hedging strategies
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Default
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Dynamic Min-Variance Hedging
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Financial derivatives
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Financial econometrics
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Futures Pricing
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Herding
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Long-run and short-run asymmetric adjustments
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Markov Copula Model
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Multivariate GARCH
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Optimal portfolios
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Portfolio Credit Risk
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Hammoudeh, Shawkat
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McAleer, Michael
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Olgun, Onur
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Yetkiner, I. Hakan
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Department of Economics and Finance, College of Business and Economics
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Working Papers in Economics
The journal of futures markets
36
Energy economics
24
International review of economics & finance : IREF
23
Finance research letters
19
International review of financial analysis
16
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion paper / Tinbergen Institute
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Economic modelling
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Journal of banking & finance
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Applied economics
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Journal of financial economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied financial economics
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
Econometric Institute research papers
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Journal of empirical finance
6
The European journal of finance
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Discussion paper
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial markets
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Journal of international money and finance
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Journal of multinational financial management
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NBER working paper series
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Research in international business and finance
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Pacific-Basin finance journal
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Passauer Diskussionspapiere
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
4
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
AFI
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Advances in investment analysis and portfolio management : a research annual
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Agricultural finance review
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DEM working paper series
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Emerging markets, finance and trade : EMFT
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1
The Superiority of Time-Varying Hedge Ratios in Turkish Futures
Olgun, Onur
;
Yetkiner, I. Hakan
-
2009
use portfolio variance reduction as the measure of
hedging
effectiveness. We find that timevarying hedge ratios outperform …
Persistent link: https://www.econbiz.de/10011807200
Saved in:
2
Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2012
sector indices: dy-namic models and risk
hedging
, the probability of default in collateralized credit oper-ations, risk …
Persistent link: https://www.econbiz.de/10010907433
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