[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 …

The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated

T Juhl, IG Kawaller, PD Koch - Journal of Futures Markets, 2012 - Wiley Online Library
This study compares two alternative regression specifications for sizing hedge positions and
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 …

CFDs, forwards, futures and the cost-of-carry

FD Foster, AD Lee, WM Liu - Pacific-Basin Finance Journal, 2019 - Elsevier
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 …

[PDF][PDF] The Value of OTC Derivatives: Case Study Analyses of Hedges by Publicly Traded Non-Financial Firms

I Popova, B Simkins - New York: ISDA, 2014 - isda.org
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 …

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 …

[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 …

[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 …

[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 …

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 …