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There are 20302 results for: content related to: Foreign Exchange Volatility Is Priced in Equities

  1. The Limits to Minimum-Variance Hedging

    Journal of Business Finance & Accounting

    Volume 37, Issue 5-6, June/July 2010, Pages: 737–761, Richard D. F. Harris, Jian Shen and Evarist Stoja

    Version of Record online : 24 SEP 2009, DOI: 10.1111/j.1468-5957.2009.02170.x

  2. Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks

    Journal of Risk and Insurance

    Volume 74, Issue 2, June 2007, Pages: 347–376, T. F. Coleman, Y. Kim, Y. Li and M. Patron

    Version of Record online : 16 MAY 2007, DOI: 10.1111/j.1539-6975.2007.00216.x

  3. Volatility Smile and One-Month Foreign Currency Volatility Forecasts

    Journal of Futures Markets

    Volume 37, Issue 3, March 2017, Pages: 286–312, Alfred Huah-Syn Wong and Richard A. Heaney

    Version of Record online : 6 AUG 2016, DOI: 10.1002/fut.21799

  4. An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options

    Financial Management

    Volume 38, Issue 4, Winter 2009, Pages: 889–914, Yunbi An and Wulin Suo

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1755-053X.2009.01060.x

  5. Information and volatility links in the foreign exchange market

    Accounting & Finance

    Volume 49, Issue 2, June 2009, Pages: 385–405, Sirimon Treepongkaruna and Stephen Gray

    Version of Record online : 21 OCT 2008, DOI: 10.1111/j.1467-629X.2008.00287.x

  6. Currency Overlay for Global Equity Portfolios: Cross-Hedging and Base Currency

    Journal of Futures Markets

    Volume 35, Issue 2, February 2015, Pages: 186–200, Wei Opie and Jonathan Dark

    Version of Record online : 20 FEB 2014, DOI: 10.1002/fut.21662

  7. Hedging under model misspecification: All risk factors are equal, but some are more equal than others …

    Journal of Futures Markets

    Volume 32, Issue 5, May 2012, Pages: 397–430, Nicole Branger, Eva Krautheim, Christian Schlag and Norman Seeger

    Version of Record online : 10 MAY 2011, DOI: 10.1002/fut.20530

  8. You have free access to this content
    Input Hedging, Output Hedging, and Market Power

    Journal of Economics & Management Strategy

    Volume 26, Issue 1, Spring 2017, Pages: 123–151, David De Angelis and S. Abraham Ravid

    Version of Record online : 17 OCT 2016, DOI: 10.1111/jems.12180

  9. Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation

    Journal of Futures Markets

    Volume 36, Issue 11, November 2016, Pages: 1076–1107, Suk-Joong Kim

    Version of Record online : 22 FEB 2016, DOI: 10.1002/fut.21778

  10. Does model fit matter for hedging? Evidence from FTSE 100 options

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 609–638, Carol Alexander and Andreas Kaeck

    Version of Record online : 22 JUN 2011, DOI: 10.1002/fut.20537

  11. Production and Anticipatory Hedging under Time-Inconsistent Preferences

    Journal of Futures Markets

    Volume 35, Issue 10, October 2015, Pages: 961–985, Donald Lien and Chia-Feng (Jeffrey) Yu

    Version of Record online : 24 OCT 2014, DOI: 10.1002/fut.21697

  12. Sensible Sensitivities for the SABR Model

    Wilmott Journal

    Volume 3, Issue 1, February 2011, Pages: 25–38, Messaoud Chibane, Hong Miao and Chenghai Xu

    Version of Record online : 9 FEB 2011, DOI: 10.1002/wilj.46

  13. Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 341–378, HAITAO LI and FENG ZHAO

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00838.x

  14. Managing Weather Risks: The Case of J. League Soccer Teams in Japan

    Journal of Risk and Insurance

    Volume 83, Issue 4, December 2016, Pages: 877–912, Haruyoshi Ito, Jing Ai and Akihiko Ozawa

    Version of Record online : 22 MAR 2015, DOI: 10.1111/jori.12071

  15. You have free access to this content
    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  16. Capacity Planning with Financial and Operational Hedging in Low-Cost Countries

    Production and Operations Management

    Volume 23, Issue 9, September 2014, Pages: 1495–1510, Lijian Chen, Shanling Li and Letian Wang

    Version of Record online : 10 JAN 2014, DOI: 10.1111/poms.12172

  17. Effective derivative hedging and initial public offering long-run performance

    Accounting & Finance

    Volume 54, Issue 4, December 2014, Pages: 1263–1294, Hoa Nguyen and Ming-Hua Liu

    Version of Record online : 17 JUL 2013, DOI: 10.1111/acfi.12036

  18. Volatility and Spillover Effects of Yen Interventions

    Review of International Economics

    Volume 21, Issue 4, September 2013, Pages: 671–689, Georgios Chortareas, Ying Jiang and John C. Nankervis

    Version of Record online : 15 AUG 2013, DOI: 10.1111/roie.12063

  19. Optimal Hedging Strategies and Interactions between Firms

    Journal of Economics & Management Strategy

    Volume 21, Issue 1, Spring 2012, Pages: 79–129, Frederic Loss

    Version of Record online : 18 JAN 2012, DOI: 10.1111/j.1530-9134.2011.00328.x

  20. The Real and Financial Implications of Corporate Hedging

    The Journal of Finance

    Volume 66, Issue 5, October 2011, Pages: 1615–1647, MURILLO CAMPELLO, CHEN LIN, YUE MA and HONG ZOU

    Version of Record online : 21 SEP 2011, DOI: 10.1111/j.1540-6261.2011.01683.x