Add to ORKGThe paper examines alternative strategies for pricing and hedging options on German DAX-index. To th...
The author uses the method of OLS to exam the hedging effectiveness of Hang Seng Index futures and H...
This paper investigates the hedging effectiveness of the International Index Futures Markets using d...
The aim of this study is to investigate the hedging effectiveness of commodity and stock index futur...
Futures markets as a tool for risk management have become increasingly important in recent years. Th...
Arbitrage on the DAX Futures Market under Tax Considerations This paper studies the ex-ante int...
The primary function of stock index futures is to allow investors to hedge their spot equity portfol...
Throughout research literature on hedging with futures, a number of techniques to estimate the optim...
The DAX Futures Contract: Price Trends and Arbitrage Possibilities The following contribution a...
The demand for sustainable investments is growing worldwide. As a result, the DAX 50 ESG was introdu...
This paper examines the role of commodity futures market as an instrument of hedging against price r...
Retrograde Calculation of the DAX from 1955 to 1987 Since its introduction in 1988, the DAX has...
This paper investigates the effects of the long-run relationship between stock cash index and future...
This empirical study examines the hedging effectiveness of stock index futures for five emerging fut...
Long-term Performance of DAX Dividend Strategies This study analyses the German stock market su...
The paper examines alternative strategies for pricing and hedging options on German DAX-index. To th...
The author uses the method of OLS to exam the hedging effectiveness of Hang Seng Index futures and H...
This paper investigates the hedging effectiveness of the International Index Futures Markets using d...
The aim of this study is to investigate the hedging effectiveness of commodity and stock index futur...
Futures markets as a tool for risk management have become increasingly important in recent years. Th...
Arbitrage on the DAX Futures Market under Tax Considerations This paper studies the ex-ante int...
The primary function of stock index futures is to allow investors to hedge their spot equity portfol...
Throughout research literature on hedging with futures, a number of techniques to estimate the optim...
The DAX Futures Contract: Price Trends and Arbitrage Possibilities The following contribution a...
The demand for sustainable investments is growing worldwide. As a result, the DAX 50 ESG was introdu...
This paper examines the role of commodity futures market as an instrument of hedging against price r...
Retrograde Calculation of the DAX from 1955 to 1987 Since its introduction in 1988, the DAX has...
This paper investigates the effects of the long-run relationship between stock cash index and future...
This empirical study examines the hedging effectiveness of stock index futures for five emerging fut...
Long-term Performance of DAX Dividend Strategies This study analyses the German stock market su...
The paper examines alternative strategies for pricing and hedging options on German DAX-index. To th...
The author uses the method of OLS to exam the hedging effectiveness of Hang Seng Index futures and H...
This paper investigates the hedging effectiveness of the International Index Futures Markets using d...