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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
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Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan - In: Review of financial economics : RFE 22 (2013) 3, pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
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Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit; Karmakar, Madhusudan - In: Multinational finance journal 21 (2017) 4, pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
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Downside risk and portfolio optimization of energy stocks : a study on the extreme value theory and the vine copula approach
Karmakar, Madhusudan; Paul, Samit - In: The energy journal 44 (2023) 2, pp. 139-179
Persistent link: https://www.econbiz.de/10014249083