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Dynamic hedge ratio for stock index futures : application of threshold VECM

Li, Ming-yuan Leon - In: Applied economics 42 (2010) 10/12, pp. 1403-1417

Persistent link: https://www.econbiz.de/10008658442

Local institutional shareholders and corporate hedging policies

Tai, Vivian W.; Lai, Yi-Hsun; Lin, Lin - In: The North American journal of economics and finance : a … 28 (2014), pp. 287-312

Persistent link: https://www.econbiz.de/10010461937

A revisit to economic exposure of U.S. multinational corporations

Chou, De-wai; Lin, Lin; Hung, Pi-Hsia; Lin, Chun Heng - In: The North American journal of economics and finance : a … 39 (2017), pp. 273-287

Persistent link: https://www.econbiz.de/10011878629

Local institutional shareholders and corporate hedging policies

Tai, Vivian W.; Lai, Yi-Hsun; Lin, Lin - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 287-312

This paper examines the effectiveness of monitoring function from institutional investors on corporate hedging strategy in Taiwan over the period from 2005 to 2012. The empirical results show that institutional investors are effective monitors of corporate risk management to enhance the...

Persistent link: https://www.econbiz.de/10010777003

A risk-tolerance hedging strategy

Wu, Soushan - In: Review of futures markets 9 (1990), pp. 282-290

Persistent link: https://www.econbiz.de/10001108717

Hedging performance of volatility index futures : a partial cointegration approach

Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294

Persistent link: https://www.econbiz.de/10014342031

On the importance of asymmetries for dynamic hedging during the subprime crisis

Lai, Yu-sheng; Sheu, Her-jiun - In: Applied financial economics 21 (2011) 10/12, pp. 801-813

Persistent link: https://www.econbiz.de/10009231586

Optimal futures hedging under multichain Markov regime switching

Sheu, Her-jiun; Lee, Hsiang-tai - In: The journal of futures markets 34 (2014) 2, pp. 173-202

Persistent link: https://www.econbiz.de/10010255473

The incremental value of a futures hedge using realized volatility

Lai, Yu-sheng; Sheu, Her-jiun - In: The journal of futures markets 30 (2010) 9, pp. 874-896

Persistent link: https://www.econbiz.de/10008900926

Incremental value of futures hedge using realized ranges

Sheu, Her-jiun; Lai, Yu-Sheng - In: The journal of futures markets 34 (2014) 7, pp. 676-689

Persistent link: https://www.econbiz.de/10010507941