Mar 30 2024 Costas Siriopoulos and Dionisis Philippas   Putting corona into hedge fund managers' head   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2023 Refk Selmi   Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2023 William T. Smith   The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Comment   Sep 30 2022 Refk Selmi   A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 William T. Smith   The optimal hedge ratio: A solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2022 Kenta Toyofuku   Risk sharing and asset commonality in the financial sector   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo   Hedge and safe haven status of Bitcoin: copula-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Wen hsiang Chiu , Shih-wei Hung and Chiung-ju Liang   The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 19 2020 Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia   Hedging strategy for financial variables and commodities   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 23 2020 Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono   Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 05 2020 Artem Meshcheryakov and Stoyu Ivanov   Ethereum as a Hedge: The intraday analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 02 2019 Mintewab Bezabih Ayele and Jesper Stage   How much is too much? Individual biodiversity conservation   Abstract  Contact Information  Citation  Full Text  -  Note   May 25 2017 Amrendra Kumar and Vikash Gautam   Gold as inflation and exchange rate hedge: The case of India   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2016 Amit Ghosh   Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio.   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 18 2015 Walid Chkili   Gold–oil prices co-movements and portfolio diversification implications   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 02 2015 Franck Martin and Mai lan Nguyen   Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 06 2014 Sami Attaoui and Pierre Six   Hedging demand and the certainty equivalent of wealth   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 04 2014 Fernando N. Oliveira   The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 31 2013 Maroula Khraiche and Jeffrey Gaudette   FDI, Exchange Rate Volatility and Financial Development: Regional Differences In Emerging Economies   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 15 2013 Thomas Eichner   Increases in skewness and insurance   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori   Exploring the dynamic interdependence between gold and other financial markets   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold   Gold and financial assets: Are there any safe havens in bear markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 03 2010 George Milunovich and Ronald Ripple   Crude Oil Volatility: Hedgers or Investors   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora   Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2006 Benoît Sévi   Ederington's ratio with production flexibility   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 09 2004 Udo Broll and Jack E. Wahl   Optimal hedge ratio and elasticity of risk aversion   Abstract  Contact Information  Citation  Full Text  -  Note