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Financial derivatives and monetary policy transmission
Fender, Ingo - 2000
Persistent link: https://www.econbiz.de/10001490964
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Die Hedgingeffektivität von Aktienindexfutures
Albrecht, Rainer - 1995
Persistent link: https://www.econbiz.de/10000917082
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Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998
Persistent link: https://www.econbiz.de/10000988606
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A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
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Dynamic hedge with forecasting : a Martingale approach
Lee, Chin-shen - In: Advances in investment analysis and portfolio … 8 (2001), pp. 205-229
Persistent link: https://www.econbiz.de/10001640887
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Comparing hedging effectiveness : an application of the encompassing principle
Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 29 (2004) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10002084557
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Two essays on derivatives
Demirer, Rıza - 2003
Persistent link: https://www.econbiz.de/10003385157
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Testing futures returns predictability : implications for hedgers
De Ville de Goyet, Cédric (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003612541
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Hedging for the long run
Hulley, Hardy; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856788