Cross- and delta-hedges : Regression- versus price-based hedge ratios

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Overview

Fingerprint

???publication_fingerprints_help???

Keyphrases

Price-based Keyphrases

Delta Hedge Keyphrases

Cross-hedge Keyphrases

Hedge Ratio Keyphrases

Regression Coeffici... Keyphrases

Hedging Keyphrases

Exchange Rate Keyphrases

Regressor Keyphrases

Observation Frequen... Keyphrases

Poor Performance Keyphrases

Futures Prices Keyphrases

Time Elapsed Keyphrases

Random Walk Keyphrases

Currency Exposure Keyphrases

Bid-ask Bounce Keyphrases

Regression-based Me... Keyphrases

Rolling Regression Keyphrases

Expectation Model Keyphrases

Time to Maturity Keyphrases

Errors-in-variables Keyphrases

Risk Manager Keyphrases

INIS

performance INIS

randomness INIS

correlations INIS

synchronization INIS

exchange rate INIS

adjustments INIS

Economics, Econometrics and Finance

Price Economics, Econometrics a...

Currency Economics, Econometrics a...

Estimation Theory Economics, Econometrics a...

Return Economics, Econometrics a...

Hedging Economics, Econometrics a...

Measure of Dispersi... Economics, Econometrics a...

Managers Economics, Econometrics a...

Exchange Rate Economics, Econometrics a...

Research OutputsResearch Output authored by Cross- and delta-hedges is tagged with the concept

Find experts having the same concept