Spot asset carry cost rates and futures hedge ratios
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-022-01037-z.pdf
Reference19 articles.
1. Alexander C, Barbosa A (2007) Effectiveness of minimum-variance hedging. J Portf Manag 33(2):46–59
2. Alizadeh A, Nomikos N, Pouliasis P (2008) A Markov regime switching approach for hedging energy commodities. J Bank Finance 32(6):1970–1983
3. Bartram SM, Brown GW, Conrad J (2011) The effects of derivatives on firm risk and value. J Financ Quantit Anal 46(4):967–999
4. Berkman H, Bradbury ME, Magan S (1997) An international comparison of derivatives use. Financ Manag 26:69–73
5. Bodnar GM, Hayt GS, Marston RC (1998) 1998 Wharton survey of financial risk management by US non-financial firms. Financ Manage 27:70–91
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