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Search: subject_exact:"Currency hedging"
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Hedging
9,160
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3,615
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3,614
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2,224
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1,999
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1,999
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438
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170
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88
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67
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33
Zilcha, Itzhak
33
Acharya, Viral V.
31
Hammoudeh, Shawkat
29
Platen, Eckhard
29
Hull, John
28
Lo, Andrew W.
28
Alexander, Carol
26
Madan, Dilip B.
26
Engle, Robert F.
25
Mensi, Walid
23
Fabozzi, Frank J.
22
Giglio, Stefano
22
Kang, Sang Hoon
22
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21
Dionne, Georges
21
Bouri, Elie
20
Conlon, Thomas
20
Hau, Harald
20
Chang, Chia-Lin
19
Eckwert, Bernhard
19
Korn, Olaf
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Frey, Rüdiger
18
Li, Johnny Siu-Hang
18
Lucey, Brian M.
18
Melʹnikov, Aleksandr V.
18
Schweizer, Martin
18
Adam-Müller, Axel F. A.
17
Alghalith, Moawia
17
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17
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17
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17
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17
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17
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65
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9
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9
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7
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6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
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3
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3
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3
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3
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3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
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3
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3
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3
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
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2
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AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <(2003 :Snowbird, Utah)>
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
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The journal of futures markets
328
Energy economics
116
International journal of theoretical and applied finance
115
Journal of banking & finance
113
Finance research letters
100
International review of financial analysis
78
Finance and stochastics
73
International review of economics & finance : IREF
73
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
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61
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55
Applied economics
54
The review of financial studies
54
Economic modelling
53
Journal of multinational financial management
51
Applied mathematical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
41
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
Quantitative finance
40
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
Risks : open access journal
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Journal of international money and finance
32
Discussion paper / Centre for Economic Policy Research
31
The journal of corporate finance : contracting, governance and organization
31
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ECONIS (ZBW)
9,158
RePEc
31
EconStor
7
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1
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3,501
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3501
Corporate derivatives use policy and information environment
Lin, J. Barry
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 159-194
Persistent link: https://www.econbiz.de/10011797033
Saved in:
3502
Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
3503
Volatility cones and volatility arbitrage strategies : empirical study based on SSE ETF option
Pan, Hong Yu Xin
;
Jun, Song
- In:
China finance review international
7
(
2017
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011797786
Saved in:
3504
Momentum in strategic asset allocation
Wu, Hui
;
Ma, Chaoqun
;
Yue, Shengjie
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011740123
Saved in:
3505
Stock index hedging using a trend and volatility regime-switching model involving hedging cost
Su, Ender
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 233-254
Persistent link: https://www.econbiz.de/10011740154
Saved in:
3506
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:
3507
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
3508
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
3509
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
3510
Hedging financial and environmental risk in portfolios : constructing and evaluating eco-funds
Nakayashiki, Kan
;
Zang, Wei
;
Kumagai, Satoshi
- In:
Asian journal of management science and applications : AJMSA
3
(
2017/2018
)
1
,
pp. 38-49
Persistent link: https://www.econbiz.de/10011742789
Saved in:
3511
Negative correlation between stock and futures returns : an unexploited hedging opportunity?
Basu, Parantap
;
Gavin, William T.
- In:
Bulletin of economic research
69
(
2017
)
3
,
pp. 209-215
Persistent link: https://www.econbiz.de/10011743228
Saved in:
3512
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig
;
Preisel, Michael
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
Saved in:
3513
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
3514
Efficient Greek calculation of variable annuity portfolios for dynamic hedging : a two-level metamodeling approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
North American actuarial journal
21
(
2017
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011858005
Saved in:
3515
Tail-risk hedging, dividend chasing, and investment constraints : the use of exchange-traded notes by mutual funds
Rakowski, David
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
Journal of empirical finance
44
(
2017
),
pp. 91-107
Persistent link: https://www.econbiz.de/10011817999
Saved in:
3516
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
Saved in:
3517
Bank rescues and bailout expectations : the erosion of market discipline during the financial crisis
Hett, Florian
;
Schmidt, Alexander
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 635-651
Persistent link: https://www.econbiz.de/10011818232
Saved in:
3518
Does insurance hedge macro volatility? : global evidence
Choi, Paul Moon Sub
;
Chae, Won Young
;
Choi, Joung Hwa
; …
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 307-315
Persistent link: https://www.econbiz.de/10011818482
Saved in:
3519
Company-specific characteristics and the choice of hedge accounting for derivatives reporting : Malaysian case
Azrul Abdullah
;
Ku Nor Izah Ku Ismail
- In:
International journal of accounting, auditing and …
13
(
2017
)
3
,
pp. 280-292
Persistent link: https://www.econbiz.de/10011818960
Saved in:
3520
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid
;
Hammoudeh, Shawkat
;
Sensoy, Ahmet
;
Yoon, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
Saved in:
3521
Discriminatory pricing of over-the-counter derivatives
Hau, Harald
;
Hoffmann, Peter
;
Langfield, Sam
;
Timmer, …
-
2017
Persistent link: https://www.econbiz.de/10011821204
Saved in:
3522
Corporate risk management, product market competition, and disclosure
Hoang, Daniel
;
Ruckes, Martin E.
- In:
Journal of financial intermediation
30
(
2017
),
pp. 107-121
Persistent link: https://www.econbiz.de/10011822423
Saved in:
3523
To choose or not to choose : an experiment in hedging strategies and risk preferences
Butler, Matthew J.
;
Cardon, James H.
;
Showalter, Mark H.
- In:
Journal of behavioral and experimental economics
67
(
2017
),
pp. 14-19
Persistent link: https://www.econbiz.de/10011825008
Saved in:
3524
Forecasting price direction, hedging and spread options in oil volatility
Okonji, Eboka Andrew
;
Mary, Yerokun Oluwatoyin
- In:
International journal of economic behavior and …
5
(
2017
)
6
,
pp. 114-123
Persistent link: https://www.econbiz.de/10011825495
Saved in:
3525
Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas
;
Mansur, Iqbal
- In:
Journal of financial stability
28
(
2017
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
Saved in:
3526
Does ethanol production affect corn basis volatility?
Fausti, Scott William
;
Qasmi, Bashir
;
Mc Daniel, Kelly
- In:
Agricultural finance review
77
(
2017
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10011799263
Saved in:
3527
Islamic vs conventional equities in a strategic asset allocation framework
Umar, Zaghum
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011800528
Saved in:
3528
Crop price insurance in China: pricing and hedging using futures market
Ye, Minghua
;
Wang, Rongming
;
Tuo, Guozhu
;
Wang, Tongjiang
- In:
China agricultural economic review : publ. in …
9
(
2017
)
4
,
pp. 567-587
Persistent link: https://www.econbiz.de/10011800930
Saved in:
3529
Recent advances in explaining hedge fund returns : implicit factors and exposures
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
Global finance journal
33
(
2017
),
pp. 68-87
Persistent link: https://www.econbiz.de/10011802916
Saved in:
3530
Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
Majdoub, Jihed
;
Ben Sassi, Salim
- In:
Emerging markets review
31
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011803152
Saved in:
3531
Unexpected inflation, capital structure, and real risk-adjusted firm performance
Alcock, Jamie
;
Steiner, Eva
- In:
Abacus : a journal of accounting, finance and business …
53
(
2017
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10011803433
Saved in:
3532
FX swaps and forwards: missing global debt?
Borio, Claudio E. V.
;
McCauley, Robert N.
;
McGuire, …
- In:
BIS quarterly review : international banking and …
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011803636
Saved in:
3533
Hedge fund replication : a model combination approach
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1767-1804
Persistent link: https://www.econbiz.de/10011804356
Saved in:
3534
Decomposing funding-ratio risk : providing pension funds with key insights into their liabilities hedge mismatch and other factor exposures
Kroon, Erik P.
;
Wouters, Anton
;
Carvalho, Raul Leote de
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10011804477
Saved in:
3535
On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?
Bouri, Elie
;
Molnár, Peter
;
Azzi, Georges
;
Roubaud, David
- In:
Finance research letters
20
(
2017
),
pp. 192-198
Persistent link: https://www.econbiz.de/10011806908
Saved in:
3536
In search of hedges and safe havens : revisiting the relations between gold and oil in the rolling regression framework
Śmiech, Sławomir
;
Papież, Monika
- In:
Finance research letters
20
(
2017
),
pp. 238-244
Persistent link: https://www.econbiz.de/10011806928
Saved in:
3537
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
3538
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
3539
Corporate hedging and the high idiosyncratic volatility low return puzzle
Chng, Michael T.
;
Fang, Victor
;
Xiang, Vincent
;
Zhang, …
- In:
International review of finance
17
(
2017
)
3
,
pp. 395-425
Persistent link: https://www.econbiz.de/10011807164
Saved in:
3540
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
3541
Optimal hedging using both regular and weather derivatives
Castillo, Augusto
;
Águila B., Rafael
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011807753
Saved in:
3542
Modelling VIX and VIX derivatives with reducible diffusions
Tong, Zhigang
- In:
International journal of bonds and derivatives
3
(
2017
)
2
,
pp. 153-175
Persistent link: https://www.econbiz.de/10011807776
Saved in:
3543
Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara
- In:
Finance research letters
21
(
2017
),
pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
Saved in:
3544
Return distribution, leverage effect and spot-futures spread on the hedging effectiveness
Kao, Wei-Shun
;
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
; …
- In:
Finance research letters
22
(
2017
),
pp. 158-162
Persistent link: https://www.econbiz.de/10011808125
Saved in:
3545
Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
23
(
2017
),
pp. 87-95
Persistent link: https://www.econbiz.de/10011808369
Saved in:
3546
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
3547
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol
;
Lee, Geul
;
Park, Yuen Jung
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Saved in:
3548
Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory
El Mehdi, Imen Khanchel
;
Mghaieth, Asma
- In:
Research in international business and finance
39
(
2017
),
pp. 595-611
Persistent link: https://www.econbiz.de/10011876668
Saved in:
3549
Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
Park, Jin Suk
;
Shi, Yukun
- In:
International review of financial analysis
54
(
2017
),
pp. 176-191
Persistent link: https://www.econbiz.de/10011878213
Saved in:
3550
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
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