Pages that link to "Item:Q2227443"
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The following pages link to Currency hedging strategies using dynamic multivariate GARCH (Q2227443):
Displaying 6 items.
- Hedging effectiveness of stock index futures (Q704076) (← links)
- Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis (Q1415629) (← links)
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
- Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405) (← links)
- Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)