point with a simple quantitative hedging model, where optimally used options and futures on the S&P100's implied volatility … seldom sufficient and always expensive to hold. In this paper we argue that adding richer hedging instruments to the …

Hedging being a predominant financial concern, is considered as a robust method of managing investment risks …. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not … compared the hedging effectiveness of covered call, covered put, collar, and synthetic long call strategies in the equity …

liquidate the futures position. We show that preferences and expectations become important for optimumexport and hedging …

Wir argumentieren, dass die Geldpolitik in den Euro-Kandidatenländern darauf abzielen sollte, die exzessive … Instabilität in den zentralen Ziel- und Instrumentenvariablen der Geldpolitik zu mildern, insbesondere in Phasen turbulenter … Zentralbanken wären daher gut beraten, neben den üblichen Instrumenten der Geldpolitik auch unorthodoxe Maßnahmen der Geldpolitik …

comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …

comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …