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Citations for "The Hedging Performance of the New Futures Markets"

by Ederington, Louis H

For a complete description of this item, click here.
Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Scott McCarthy, 2003. "Hedging versus not hedging: strategies for managing foreign exchange transaction exposure," School of Economics and Finance Discussion Papers and Working Papers Series 162, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  2. Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany. [Downloadable!]
  3. Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO. [Downloadable!]
  4. Alexandra Tabova, 2005. "On the feasibility and desirability of GDP-indexed concessional lending," Department of Economics Working Papers 0509, Department of Economics, University of Trento, Italia. [Downloadable!]
  5. Chuck Mason & Dermot J. Hayes & Sergio H. Lence, 2001. "Systemic Risk in U.S. Crop and Revenue Insurance Programs," Center for Agricultural and Rural Development (CARD) Publications 01-wp266, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    Other versions:
  6. Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    Other versions:
  7. Giles, David E. A. & Goss, Barry A., 1981. "Futures Prices As Forecasts Of Commodity Spot Prices: Live Cattle And Wool," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(01), April. [Downloadable!]
  8. Christian Dunis, Pierre Lequeux, 2000. "Intraday data and hedging efficiency in interest spread trading," European Journal of Finance, Taylor and Francis Journals, vol. 6(4), pages 332-352, December. [Downloadable!] (restricted)
  9. Michael T. Chng & Gerard L. Gannon, 2008. "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Accounting, Finance, Financial Planning and Insurance Series 2008_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  10. Satyanarayan, Sudhakar & Somensatto, Eduardo, 1997. "Tradeoffs from hedging oil pricerisk in Ecuador," Policy Research Working Paper Series 1792, The World Bank. [Downloadable!]
  11. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, Reading University. [Downloadable!]
  12. Christoph Hinkelmann & Steve Swidler, 2008. "Trading House Price Risk with Existing Futures Contracts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 37-52, January. [Downloadable!] (restricted)
  13. Jayendu Patel & Richard J. Zeckhauser, 1987. "Treasury Bill Futures as Hedges Against Inflation Risk," NBER Working Papers 2322, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Hsiang-Tai Lee & Jonathan Yoder, 2005. "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics 0506009, EconWPA. [Downloadable!]
    Other versions:
  15. Viviana Fernández, 2007. "Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement," Documentos de Trabajo 242, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  16. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, EconWPA. [Downloadable!]
  17. Lee, Sang-Hak & Yang, Seung-Ryong, 2000. "The Minimum Semi-Variance Hedge For Food Manufacturers In Korea," 2000 Annual meeting, July 30-August 2, Tampa, FL 21867, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  18. Leuthold, Raymond M. & Kim, Min-Kyoung, 2000. "Managing Overnight Corn Price Risks: E*Hedging Versus Tokyo," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 18(3). [Downloadable!]
  19. Manfredo, Mark & Sanders, Dwight, 2003. "Minimum Variance Hedging And The Encompassing Principle: Assessing The Effectiveness Of Futures Hedges," 2003 Annual meeting, July 27-30, Montreal, Canada 22247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  20. Jonathan Dark, 2004. "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers 7/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  21. Robert Geske & Dan Pieptea, 1986. "Controlling Interest Rate Risk and Return with Futures," University of California at Los Angeles, Anderson Graduate School of Management 1204, Anderson Graduate School of Management, UCLA. [Downloadable!]
  22. Matteo Manera & Elisa Scarpa, 2006. "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers 2006.130, Fondazione Eni Enrico Mattei. [Downloadable!]
  23. Vicente Meneu & Hipolit Torro, . "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy 135, FEDEA. [Downloadable!]
  24. J. David Cummins & David Lalonde & Richard D. Phillips, 2000. "The Basis Risk of Catastrophic-Loss Index Securities," Center for Financial Institutions Working Papers 00-22, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  25. Roberto Blanco, 1992. "Coberturas de carteras de bonos con futuros financieros: evidencia en el caso español," Investigaciones Economicas, Fundación SEPI, vol. 16(3), pages 463-487, September. [Downloadable!]
  26. Kuwornu, John K.M. & Kuiper, W. Erno & Pennings, Joost M.E. & Meulenberg, Matthew T.G., 2006. "Risk Management Using Futures Contracts: The Impact of Spot Market Contracts and Production Horizons on the Optimal Hedge Ratio," 99th Seminar, February 8-10, 2006, Bonn, Germany 7755, European Association of Agricultural Economists. [Downloadable!]
  27. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA. [Downloadable!]
  28. Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289. [Downloadable!]
  29. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-8. [Downloadable!]
  30. Mark Bertus & Harris Hollans & Steve Swidler, 2008. "Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 265-279, October. [Downloadable!] (restricted)
  31. Jong, A. de & Roon, F. de & Veld, C., 1995. "An empirical analysis of the hedging effectiveness of currency futures," Discussion Paper 119, Tilburg University, Center for Economic Research. [Downloadable!]
  32. Jo Corkish, Allison Holland and Anne Fremault Vila, . "The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE," Bank of England working papers 70, Bank of England. [Downloadable!]
  33. repec:mop:credwp:04.12.53 is not listed on IDEAS
  34. Carol Alexander & Andreza Barbosa, 2007. "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance icma-dp2007-01, Henley Business School, Reading University. [Downloadable!]
  35. Atreya Chakraborty, John T. Barkoulas, 1999. "Dynamic futures hedging in currency markets," European Journal of Finance, Taylor and Francis Journals, vol. 5(4), pages 299-314, December. [Downloadable!] (restricted)
  36. Nyambane, Gerald G. & Hanson, Steve D. & Myers, Robert J. & Black, Roy J., 2002. "Dynamic Risk Management Under Credit Constraints," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19072, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  37. Mason, Chuck & Hayes, Dermot J. & Lence, Sergio H., 2001. "Systemic Risk in U.S. Crop and Reinsurance Programs," Staff General Research Papers 1944, Iowa State University, Department of Economics.
  38. Wilson, William W., 1982. "Hedging Effectiveness of U.S. Wheat Futures Markets," Agricultural Economics Reports 23215, North Dakota State University, Department of Agribusiness and Applied Economics. [Downloadable!]
  39. Wolf, Christopher A. & Berwald, Derek K., 1999. "The Potential Of Dairy Futures Contracts As Risk Management Tools," 1999 Annual meeting, August 8-11, Nashville, TN 21709, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  40. Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-8.

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