Similar Search Results

Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10001603503

Mutual fund governance and tax efficiency

Malhotra, Davinder Kumar; Bhargava, Vivek; Martin, Rand - In: The journal of wealth management 18 (2015/16) 2, pp. 55-66

Persistent link: https://www.econbiz.de/10011338673

Exploration of role of expectations in foreign exchange risk management

Bhargava, Vivek; Brooks, Robert - In: Journal of multinational financial management 12 (2002) 2, pp. 171-189

Persistent link: https://www.econbiz.de/10001658830

Hedging currency risk using futures

Bhargava, Vivek; Brooks, Robert - In: Research in finance : a research annual. Vol. 18, (pp. 221-243). 2001

The purpose of this paper is to determine the best way to hedge currency risk using futures contracts. Various techniques of hedging currency risk are compared, and a new method is proposed. This paper also documents the duration and the expiration effects on the optimal hedge ratio. The main...

Persistent link: https://www.econbiz.de/10015390105

Impact of exchange rate fluctuations on US stock market returns

Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557

Persistent link: https://www.econbiz.de/10014428700

Using interest rate swaps and swaptions in hedging interest rate risk

Malhotra, Davinder Kumar - In: The real estate finance journal 10 (1995) 4, pp. 60-65

Persistent link: https://www.econbiz.de/10001176205

Evaluating the cost of managing real estate mutual funds

Malhotra, Davinder Kumar - In: The journal of beta investment strategies 13 (2022) 3, pp. 16-30

Persistent link: https://www.econbiz.de/10014233085

Investment decision making with derivative securities

Brooks, Robert - In: The financial review : the official publication of the … 24 (1989) 4, pp. 511-527

Persistent link: https://www.econbiz.de/10001103535

Investment decision making with index futures and index futures options

Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10001066575

Samuelson hypothesis and carry arbitrage

Brooks, Robert - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 37-65

Persistent link: https://www.econbiz.de/10009718108