This paper explores the impacts of stock market volatility on stock-bond and stock-gold correlations and compares the effectiveness of bonds with gold hedging the stock market risk. We propose an extensive DCC-MIDAS model, which takes the changes in stock market volatility as exogenously predetermin...
In this paper we search for optimal hedging strategy in stock index futures markets. We concentrate on the strategy that minimizes the portfolio risk, i.e., minimum variance hedge ratio (MVHR) estimated from a range of time series models with different assumptions of market volatility. They are...
2.Modeling for the principle of hedging in stock index futures market and its application;股票指数期货套期保值原理建模及其应用 3.Risk Control of Foreign Exchange Debt in an Enterprise——Application of Hedging;企业外汇债务的风险管理——套期保值的运用 6)hedge[英][hed?][美][h?d?]套期保值 1.Re...
Stay afloat during a market correction. The recent sell-offs in the stock market and lower bond yields could be indicators of a potential correction as many businesses struggle to stay afloat while the impact of the global pandemic lingers. The tech-focused Nasdaq has already been ...
a套期保值是在现货市场购买,然后在期货市场进行反向操作,以防范价格风险; 而投机既可以在现货市场购买,也可以在期货市场购买,是利用市场价格的变化,做短线交易,以获得利润 The hedge is in the stock market purchase, then carries on the reverse operation in the futures market, guards against the price risk...
They represent the sensible way found by the insurance industry to compete with other stock market and financial intermediaries. A variable annuity is an investment wrapped with a life insurance contract. An insurer who sells variable annuities bears two different types of risk. On one hand, he ...
However, when we examine the stock market performance of companies in each of the three major derivative groups—commodities, currency and interest rates, we find that the gains to firms that use derivatives are limited to companies that hedge currencies. Specifically, the subset of 1722 firm-...
The daily trading volume of all options contracts in the U.S. market, as of May 10, 2024.2 Options Options are another powerful tool. Investors seeking to hedge an individual stock with reasonable liquidity can often buyput optionsto protect against the risk of a downside move. Puts g...
when it comes to investinghedgingis a useful practice that every investor should be aware of. In the stock market, hedging is a way to get portfolio protection—and protection is often just as important as portfolio appreciation.
Some of the risk management technologies that can be used in the capital market now days are: Risk Avoidance, Combination, Diversification, Risk Transfer, Portfolio Investment, and Hedging.被引量: 1 年份: 2007 收藏 引用 批量引用 报错 分享 ...