Currency hedging using the mean-Gini framework

von Shaffer, David Reed
Veröffentlicht in Review of quantitative finance and accounting (2005)

Short and long Gini hedgers in an emerging market

von Lien, Da-hsiang Donald
Veröffentlicht in Zi you zhong guo zhi gong ye (2002)

Foreign exchange volatility shifts and futures hedging : an ICSS-GARCH approach

von Mansur, Iqbal
Veröffentlicht in Review of Pacific Basin financial markets and policies (2007)

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

von Demirer, Rıza
Veröffentlicht in Journal of multinational financial management (2005)

Volatility in world equity markets

von Cochran, Steven J.
Veröffentlicht in Review of Pacific Basin financial markets and policies (2003)