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Search Results for Collection: College of Business and Law
Now showing items 1-3 of 3
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-07-24)Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets. ...
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(Midwest Finance Association, 2005)
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(University College Dublin. School of Business. Centre for Financial Markets, 2005)We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. ...
Now showing items 1-3 of 3