International Finance presents the corporate uses of international financial markets to upper
undergraduate and graduate students of business finance and financial economics …

This paper examines hedging in Greek stock index futures market. The focus is on various
techniques to estimate constant or time-varying hedge ratios. For both available stock index …

Two regression coefficients often used in Finance, the Scholes‐Williams (1977) quasi‐
multiperiod 'thin‐trading'beta and the Hansen‐Hodrick (1980) overlapping‐periods …

Exchange traded futures contracts often are not written on the specific asset that is a source
of risk to a firm. The firm may attempt to manage this risk using futures contracts written on a …

This paper investigates the hedge ratio dynamics for large US banks with exposure to both
interest rate and foreign exchange risks. Using a mean–variance framework, the paper …

We propose to use two futures contracts in hedging an agricultural commodity commitment
to solve either the standard delta hedge or the roll‐over issue. Most current literature on dual …

This paper investigates the effectiveness for futures and forward hedging strategies that can
be employed by large US banking firms with exposure to interest rate and foreign exchange …

This paper tests whether the traditional futures hedge ratio (hT) and the carry cost rate
futures hedge ratio (hc) vary in accordance with the Sercu and Wu (2000) and Leistikow et …

“经济与金融” Section 汇集了一系列优秀的论文, 涵盖了经济和金融领域的各种前沿话题,
如加密货币, 公司融资, 资产定价, 高频数据的使用, 一级和二级公司债券市场 …

The aim of this paper is to discuss the hedging techniques that a company based in an
emerging market country can use to hedge the risk associated with jet fuel or kerosene. The …