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1
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
Sukcharoen, Kunlapath
;
Choi, Hankyeung
;
Leatham, David J.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3482-3498
Persistent link: https://www.econbiz.de/10011293520
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2
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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4
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
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5
Management of climate risks in agriculture - will weather derivatives permeate?
Mußhoff, Oliver
;
Odening, Martin
;
Xu, Wei
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 1067-1077
Persistent link: https://www.econbiz.de/10009124303
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6
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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7
Uncovered equity parity : new evidence from a copula approach
Jung, Hojin
;
Su, Li
;
Jung, Kuk Mo
- In:
Applied economics
56
(
2024
)
59
,
pp. 8690-8703
Persistent link: https://www.econbiz.de/10015141901
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8
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
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9
Applying the copula approach to sample selection modelling
Genius, Margarita
;
Strazzera, Elisabetta
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1443-1455
Persistent link: https://www.econbiz.de/10003742975
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10
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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