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Measuring minimum variance hedging effectiveness : traditional vs. sophisticated models
Sharma, Udayan; Karmakar, Madhusudan - In: International review of financial analysis 87 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014460469
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Asymptotic dependence and its impact on hedging effectiveness : an examination of stock, currency, and commodity futures
Sharma, Udayan; Karmakar, Madhusudan - In: The journal of futures markets 44 (2024) 11, pp. 1750-1786
Persistent link: https://www.econbiz.de/10015110728
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Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan; Sharma, Udayan - In: Applied economics 52 (2020) 48, pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213