Hedging with futures, an empirical study of hedging a portfolio of Greek government bonds with Euro-German bond futures

Author： Christodoulou Panagiotis   Hambouri Zaphiro  

Publisher： Inderscience Publishers

ISSN： 1460-6712

Source： International Journal of Financial Services Management, Vol.2, Iss.1-2, 2006-12, pp. : 64-74

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The hedging effectiveness of DAX futures

By Lypny G.   Powalla M.  

The European Journal of Finance, Vol. 4, Iss. 4, 1998-12 ,pp. : 345-355

Routledge Ltd

Access to resources Recommend Favorite

Dynamic futures hedging in currency markets

By Chakraborty Atreya   Barkoulas John T.  

The European Journal of Finance, Vol. 5, Iss. 4, 1999-12 ,pp. : 299-314

Routledge Ltd

Access to resources Recommend Favorite

Does hedging in futures market benefit Indian farmers?

By Ranganathan Thiagu   Ananthakumar Usha  

Studies in Economics and Finance, Vol. 31, Iss. 3, 2014-07 ,pp. : 291-308

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach

By Bühler Wolfgang   Korn Olaf   Schöbel Rainer  

Review of Derivatives Research, Vol. 7, Iss. 3, 2004-12 ,pp. : 185-212

Springer Publishing Company

Access to resources Recommend Favorite

Pricing and hedging of long-term futures and forward contracts by a three-factor model

By Shiraya Kenichiro   Takahashi Akihiko  

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1811-1826

Routledge Ltd

Access to resources Recommend Favorite