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Hedging
24
USA
10
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10
Derivat
9
Derivative
9
Theorie
8
Theory
8
Hypothek
7
Mortgage
7
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5
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5
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5
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5
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3
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3
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24
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24
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Rendleman, Richard J.
3
Dynkin, Lev
2
Bhattacharya, Anand K.
1
Breeden, Douglas T.
1
Chang, Jow-ran
1
Chen, Andrew H.
1
Cialenco, Igor
1
Clare, Andrew D.
1
Dor, Arik Ben
1
Drobetz, Wolfgang
1
Fabozzi, Frank J.
1
Fung, William
1
Füss, Roland
1
Goukasian, Levon
1
Gryazin, Yury
1
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1
Ho, Thomas S. Y.
1
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1
Hung, Mao-Wei
1
Hyman, Jay
1
Ionnides, Michalis
1
Kang, Joseph C.
1
Koutmos, Gregory
1
Krause, Andreas
1
Kroner, Kenneth F.
1
Landrigan, Michael
1
Lindner, Peter
1
Longstaff, Francis A.
1
Martellini, Lionel
1
McManus, Douglas A.
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Mesrour, Sami
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Milhau, Vincent
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Nam, Jouahn
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1
Ramagopal, Buchi
1
Ramkumar, Sunder
1
Sack, Brian
1
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The journal of fixed income
The journal of futures markets
331
Energy economics
123
Finance research letters
117
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
88
International review of economics & finance : IREF
81
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
61
Applied economics
56
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of economic dynamics & control
49
The journal of finance : the journal of the American Finance Association
49
European journal of operational research : EJOR
46
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Quantitative finance
42
Research paper series / Swiss Finance Institute
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Journal of international financial markets, institutions & money
38
Risks : open access journal
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Working paper
32
Discussion paper / Centre for Economic Policy Research
31
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ECONIS (ZBW)
24
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24
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1
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
2
Why do firms hedge? : an asymmetric information model
Breeden, Douglas T.
;
Viswanathan, S.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 7-25
Persistent link: https://www.econbiz.de/10011429755
Saved in:
3
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
4
Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Chang, Jow-ran
;
Hung, Mao-Wei
;
Tsai, Feng-tse
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 44-56
Persistent link: https://www.econbiz.de/10009670717
Saved in:
5
Hedging long-duration liabilities with levered short-duration bonds
Ramkumar, Sunder
;
Mesrour, Sami
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10009314960
Saved in:
6
Optimal, static hedging for collateralized mortgage obligations
Landrigan, Michael
;
Gryazin, Yury
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 56-62
Persistent link: https://www.econbiz.de/10003893443
Saved in:
7
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
8
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
9
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
10
The reaction of term structure of interest rates to monetary policy actions
Goukasian, Levon
;
Cialenco, Igor
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10003400093
Saved in:
11
A model for convexity-based cross-hedges with treasury futures
Chen, Andrew H.
;
Kang, Joseph C.
;
Yang, Baochen
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 68-79
Persistent link: https://www.econbiz.de/10003303950
Saved in:
12
Does mortgage hedging raise long-term interest rate volatility?
Yang, Chang
;
McManus, Douglas A.
;
Ramagopal, Buchi
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 57-66
Persistent link: https://www.econbiz.de/10002836153
Saved in:
13
A general model for hedging swaps with eurodollar futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002155540
Saved in:
14
Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 20-31
Persistent link: https://www.econbiz.de/10002421445
Saved in:
15
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
Saved in:
16
Crashes in bond markets and the hedging of mortgage-backed securities
Krause, Andreas
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001968342
Saved in:
17
Credit Gadgets
Nam, Jouahn
;
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001774641
Saved in:
18
Hedging and replication of fixed-income portfolios
Dynkin, Lev
;
Hyman, Jay
;
Lindner, Peter
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 43-63
Persistent link: https://www.econbiz.de/10001701721
Saved in:
19
Risk in fixed-income hedge fund styles
Fung, William
;
Hsieh, David A.
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 6-27
Persistent link: https://www.econbiz.de/10001745236
Saved in:
20
Constant-duration mortgage index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
Saved in:
21
Hedging corporate bonds with stock index futures : a world of caution
Clare, Andrew D.
;
Ionnides, Michalis
;
Skinner, Frank S.
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 25-34
Persistent link: https://www.econbiz.de/10001530294
Saved in:
22
Duration-based hedging with Treasury bond futures
Rendleman, Richard J.
- In:
The journal of fixed income
9
(
1999
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
Saved in:
23
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
24
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Saved in:
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