...) will reveal the role of altcoins in managing the tail risk of BTC. If β_i is significantly different from zero, we can infer that altcoins may serve as a diversifier, hedge or safe haven for BTC. An insignificant β_i (where i = 1, 2 and 3) coefficient would indicate that altcoins...

...Nam Hoang; Terrance Grieb Purpose This study aims to spot wheat data and disaggregated commitment of trader data for CME traded wheat futures to examine the effect of exogenous shocks for hedging positions of Producers and Swap Dealers on cash-futures basis and excess futures returns. Design...

... to attract investors, particularly speculators. The authors’ explore further whether such strategies could operate as hedging instrument. A comparison of results across different regions helps the authors establish a universal nature, if any, of investment in green stocks. Findings The study finds...

...Praveen Bhagawan M.; Jijo Lukose P.J. Purpose Theoretical studies suggest that hedging helps firms to reduce their financial distress costs and underinvestment problem especially if the markets are imperfect. Hence hedging, through the use of currency derivatives, is one of the important financial...

... markets for the farmers. Our study performs such an analysis for soybean farmers in the Dewas district of Madhya Pradesh state in India. Design/methodology/approach – The authors estimate the optimal hedge ratios in futures markets for farmers in different scenarios characterised by varying levels...

...Jacques A. Schnabel Purpose The purpose of this paper is to develop a model of international capital market equilibrium where investors exhibit home‐country bias due to their desire to hedge real consumption. Design/methodology/approach This paper posits a two‐stage process of portfolio choice...

... these assets are good candidates to hedge inflation in the long run is addressed employing cointegration and causality tests on quarterly data for the period from December 1979 to December 2003. Findings A strong long‐term relationship was found between the returns offered by all types of real estate...

... why companies hedge: tax and regulatory arbitrage; under‐investment, volatility of earnings and future planning; financial distress; managerial self‐interest; and economies of scale. Design/methodology/approach The paper uses a questionnaire survey to examine the importance of hedging theories...