journals
articles
about
ESPAÑOL
Journal title
Jurnal Keuangan dan Perbankan
JOURNAL'S COLLECTIONS
Home
/
Jurnal Keuangan dan Perbankan
/
Vol: 24 Núm: 4 Par: PP (2020)
/
Article
ARTICLE
TITLE
Hedging strategy in emerging market: Application long straddle option in gold price index
Riko Hendrawan
Fauzan Akbar
Sari Yuniarti
SUMMARY
No disponible
KEYWORDS
Emerging market
-
Gold price
-
Option contract
-
Straddle strategy
Free Access
PAGES
pp. 463 - 473
NUMBER
Volumen: 24 Número: 4 Parte: PP (2020)
COLLECTIONS
Economy
JOURNALS RELATED
International Journal of Economics and Financial Issues
International Business & Economics Research Journal (IBER)
AJAR
Articles related
Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
Rong Xu,Xingye Li
What investors often wish to insure is that the maximum possible loss of their portfolios falling below a certain value. Namely, the maximum possible loss that a portfolio will lose under normal market fluctuations, with a given confidence level, over a ...
see more
Revista:
International Journal of Economics and Financial Issues
Open Access
Forward, Forward Option and No Hedging Which One is the Best for Managing Currency Risk?
Riko Hendrawan
Bank Indonesia Regulation No.18/18/PBI/2016 concerning foreign exchange transactions against rupiah between banks and domestic parties, indicates that the importance of hedging for business actors in Indonesia. Based on the data of the rupiah exchange ra...
see more
Revista:
Jurnal Keuangan dan Perbankan
Open Access
The Impact of Hedging on Firm Value of Public Non-Bank State-Owned Enterprises
Henny Galla Pradana,Prima Naomi
This research aimed to find the impact of hedging on firm value. This research focused on 14 public non-bank state-owned enterprises listed in Indonesia Stock Exchange. The data used were quarterly data from 2011 to 2015, and panel data analysis. The bas...
see more
Revista:
Jurnal Keuangan dan Perbankan
Open Access
Managing Risk of Ski Resorts with Snow Options
Emanuele Sileo
The main problem for the tourism businesses which operate in ski resorts is that their revenue are strictly connected to the cumulative snowfall level. The uncertainty about the snowfall due the climate changing has made this type of business highly risk...
see more
Revista:
Almatourism Journal of Tourism; Culture and Territorial Development
Open Access
Volatility transmission between money and stock markets: Evidence from a developing financial market
Kalu O. Emenike
AbstractThe direction and intensity of volatility transmission between the money and stock markets are important for portfolio selection and diversification, optimal hedging strategy, financial market regulation, and risk management. The purpose of this ...
see more
Revista:
Journal of Economic and Financial Sciences (JEF)
Open Access