8. Empirical Hedge Performance

Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics ◽

10.1515/9783110208511.144 ◽

2009 ◽

Keyword(s):

Hedge Performance

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Hedge performance of SPX index options and S&P 500 futures

Journal of Futures Markets ◽

10.1002/fut.3990150607 ◽

1995 ◽

Vol 15 (6) ◽

pp. 691-717 ◽

Author(s):

Bruce A. Benet ◽

Carl F. Luft

Keyword(s):

Index Options ◽

Hedge Performance

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An Empirical Study on Hedge Performance, Lead-lag and the Effectiveness of Trading Volume of US dollar Futures Market

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2015.14.2.006 ◽

2015 ◽

Vol 14 (2) ◽

pp. 113-132

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Trading Volume ◽

Futures Market ◽

Us Dollar ◽

Hedge Performance

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Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation

The Journal of Risk Finance ◽

10.1108/eb043497 ◽

2002 ◽

Vol 3 (4) ◽

pp. 6-34 ◽

Author(s):

ROBERT G. TOMPKINS

Keyword(s):

Exotic Options ◽

Dynamic Hedging ◽

Static Versus Dynamic ◽

Hedge Performance

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An Empirical Study on Hedge Performance of Won/Euro Futures Markets : Naive, OLS, VECM vs ECT-GARCH(1,1) Model

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2009.8.1.005 ◽

2009 ◽

Vol 8 (1) ◽

pp. 109-128

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Hedge Performance

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CROSS HEDGE PERFORMANCE USING TREASURY BILL FUTURES

Financial Review ◽

10.1111/j.1540-6288.1981.tb01710.x ◽

1981 ◽

Vol 16 (4) ◽

pp. 77-77

Author(s):

Andrew J. Senchack ◽

John C. Easterwood

Keyword(s):

Treasury Bill ◽

Hedge Performance

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A Study on the Hedge Performance and Market Efficiency of Intraday KTB 3years’ Futures Market Against Spot Markets

Korean Corporation Management Review ◽

10.21052/kcmr.2019.26.1.03 ◽

2019 ◽

Vol 26 (1) ◽

pp. 47-59

Author(s):

Chung-Hyo Hong ◽

Keyword(s):

Market Efficiency ◽

Futures Market ◽

Spot Markets ◽

Hedge Performance

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: (Estimation of the Hedge Performance of the Won/Yen Futures and Won/Euro Futures Markets)

SSRN Electronic Journal ◽

10.2139/ssrn.3018307 ◽

2008 ◽

Author(s):

Jung-Hyo Hong

Keyword(s):

Futures Markets ◽

Hedge Performance

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Comparisons of short and long hedge performance: the case of Taiwan

Journal of Multinational Financial Management ◽

10.1016/j.mulfin.2003.12.001 ◽

2005 ◽

Vol 15 (1) ◽

pp. 51-66 ◽

Author(s):

Riza Demirer ◽

Donald Lien ◽

David R. Shaffer

Keyword(s):

Hedge Performance

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A Study on the Hedge Performance of Lean Hog Futures Market

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2011.10.1.002 ◽

2011 ◽

Vol 10 (1) ◽

pp. 33-50

Author(s):

Chunghyo Hong

Keyword(s):

Futures Market ◽

Hedge Performance

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The Study on the Hedge Performance of VKOSPI Futures

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2018.17.2.001 ◽

2018 ◽

Vol 17 (2) ◽

pp. 1-21

Author(s):

Seong Ju Moon ◽

김희성

Keyword(s):

Hedge Performance

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