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Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement

Bolek, Adam - 1999

Persistent link: https://www.econbiz.de/10000682737

Equity and CDS sector indices : dynamic models and risk hedging

Caporin, Massimiliano - In: The North American journal of economics and finance : a … 25 (2013), pp. 261-275

Persistent link: https://www.econbiz.de/10009779255

Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets

McMillan, David G.; García, Raquel Quiroga - 2010

Persistent link: https://www.econbiz.de/10010418466

What drives index options exposures?

Johnson, Tim; Liang, Mo; Liu, Yun - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 561-593

Persistent link: https://www.econbiz.de/10011990828

Cross hedging stock sector risk with index futures by considering the global equity systematic risk

Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17

nonelectronics subindex (NFNE) futures for cross hedging the price risk of stock sector indices traded on the Taiwan stock exchange …. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity … hedging stock sector exposures compared with the TAIEX and Taiwan 50 futures. Simultaneous hedge using both NFNE and MSCI …

Persistent link: https://www.econbiz.de/10011883272

Do commodities make effective hedges for equity investors?

Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Research in international business and finance 42 (2017), pp. 1274-1288

Persistent link: https://www.econbiz.de/10011760993

Dynamic index tracking and risk exposure control using derivatives

Leung, Tim; Ward, Brian - In: Applied mathematical finance 25 (2018) 1/2, pp. 180-212

Persistent link: https://www.econbiz.de/10011959128

Dynamic hedging performance and downside risk : evidence from Nikkei index futures

Ubukata, Masato - In: International review of economics & finance : IREF 58 (2018), pp. 270-281

Persistent link: https://www.econbiz.de/10012034262

Does hedging with derivatives affect future crash risk?

Park, Hyun Young; Park, Soo Yeon - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 4, pp. 51-58

Persistent link: https://www.econbiz.de/10012667405

What is a better cross-hedge for energy : equities or other commodities?

Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Global finance journal 42 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012257103