[BOOK][B] Stock index futures
CMS Sutcliffe - 2018 - taylorfrancis.com
The global value of trading in index futures is about $20 trillion per year and rising and for
many countries the value traded is similar to that traded on their stock markets. This book …
many countries the value traded is similar to that traded on their stock markets. This book …
The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
This study compares two alternative regression specifications for sizing hedge positions and
measuring hedge effectiveness: a simple regression on price changes and an error …
measuring hedge effectiveness: a simple regression on price changes and an error …
[PDF][PDF] Hedging with inverse etfs
J Hill, S Teller - Journal of Indexes, 2010 - Citeseer
In designing hedging strategies, investors can choose from a variety of tools and
approaches. In recent years, inverse exchange-traded funds (ETFs) 1 have joined the list of …
approaches. In recent years, inverse exchange-traded funds (ETFs) 1 have joined the list of …
CFDs, forwards, futures and the cost-of-carry
We show that contracts for difference (CFDs) may be viable substitutes for forward contracts
and may have some features that are preferable to futures contracts. We develop parity …
and may have some features that are preferable to futures contracts. We develop parity …
[PDF][PDF] The Value of OTC Derivatives: Case Study Analyses of Hedges by Publicly Traded Non-Financial Firms
The goal of this study is to examine the value of over-the-counter (OTC) derivatives for
publicly traded non-financial firms. We analyze several publicly traded firms that reported the …
publicly traded non-financial firms. We analyze several publicly traded firms that reported the …
Márgenes con spread intraclase para el mercado mexicano de derivados
J Díaz-Tinoco, F Venegas-Martínez - El trimestre económico, 2004 - JSTOR
El presente artículo proporciona un esquema de márgenes con spread entre clases de
contratos a futuro de divisas, tasas de interés, títulos de capital e índices accionarios. La …
contratos a futuro de divisas, tasas de interés, títulos de capital e índices accionarios. La …
[PDF][PDF] Cand. merc Applied Economics and Finance Thesis
GA Breistein - research.cbs.dk
This thesis seeks to give an educated understanding of whether commercial airlines should
hedge their jet fuel price exposure. The initial part gives a short overview of the jet fuel price …
hedge their jet fuel price exposure. The initial part gives a short overview of the jet fuel price …
[PDF][PDF] Sobre la cobertura de mínima varianza con futuros
S Zurita - Estudios de Administración, 2002 - academia.edu
Sobre la cobertura de mínima varianza con futuros Page 1 1 Estudios de Administración, vol.
9, NE 2, 2002 Sobre la cobertura de mínima varianza con futuros Salvador Zurita L …
9, NE 2, 2002 Sobre la cobertura de mínima varianza con futuros Salvador Zurita L …
[BOOK][B] An alternative hedging instrument for minor currencies: The multiple futures contract hedge
MS Choi - 2003 - search.proquest.com
In a world of trade among nations using different currencies, accompanying each transaction
of goods or services is a parallel currency transaction. The value of one nation's currency …
of goods or services is a parallel currency transaction. The value of one nation's currency …
Sobre la cobertura de mínima varianza con futuros
S Zurita Lillo - 2002 - repositorio.uchile.cl
Frecuentemente se considera los contratos a plazo y futuros como sinónimos, y cumpliendo
la misma función económica en cobertura de riesgos de precios financieros. Sin embargo …
la misma función económica en cobertura de riesgos de precios financieros. Sin embargo …