Hedge Funds Boost Listed FX Futures
- TURN - OF - THE - MONTH EFFECT ON THE BUCHAREST STOCK EXCHANGE. Razvan, Stefanescu; Ramona, Dumitriu // International Conference on Economics & Administration Proceedin;Nov2011, p199
This paper explores the presence of the turn - of - the - month effect on Bucharest Stock Exchange. We employ daily values from 2002 to 2011 of the two important indices of the Romanian capital market: BET - C and RAQ - C, composed on the stock prices of some of the biggest Romanian companies...
- Futures contracts point to growth in new year. Levin, Baron F. // Business Mexico;1996/97 Special Edition, Vol. 6/7 Issue 12/1, p72
Reports on the prospects of Mexico's capital markets and peso futures in 1997. Yields of inflation, mutual funds, Treasury bills and other fixed-income securities; Econometric values to measure the peso's value; Peso depreciation; Interest rate outlook.
- Algorithms Go Beyond Equities. Jaworski, Alexa // Securities Industry News;10/3/2005, Vol. 17 Issue 32, p16
Considers the use of algorithmic trading in the derivative markets in the U.S. Impact of changes in the cash markets on the derivatives markets; Applications of the algorithmic trading in futures, options and foreign exchange; Analysis of FutureTrade CEO Murray Finebaum on the expansion of use...
- Hedge Funds Avoid Katrina-Linked Selling. Lewis, Janet // Investment Dealers' Digest;9/19/2005, Vol. 71 Issue 35, p12
Reports on the trends in the lending practices of hedge funds in the U.S. Avoidance of selling high-risk securities; Concern on the potential for hedge funds to suffer from claims resulting from Hurricane Katrina; Struggle of hedge funds to improve their risk management practices.
- The Real Costs of Hedging in the Forward Exchange Market: An Empirical Investigation. Madura, J. // Management International Review (MIR);1984, Vol. 24 Issue 2, p24
This paper estimates the real costs of hedging in the forward exchange market. The hedging costs can only be determined at termination of the hedging period. This analysis presents the derivation of the average hedging costs for seven major currencies that would have been incurred by a U.S. firm...
- UTILIZING CURRENCY SWAPS TO HEDGE RISK AT SLC. Dow, Benjamin; Kunz, David // Allied Academies International Conference: Proceedings of the In;Fall2014, Vol. 21 Issue 2, p42
The primary subject matter of this case is the utilization of currency swaps to reduce long-term currency exposure. Secondary issues examined include counter-party risk and exploiting a comparative advantage. SLC is a regional chemical distributor, headquartered in St. Louis. SLC had previously...
- Global marketplace. // Smart Business Philadelphia;Mar2010, Vol. 6 Issue 7, p12
An interview with PNC Capital Markets Inc. managing director Garry Duncan is presented. Duncan comments on the move of companies to employ Rolling FX hedge strategies amid the economic uncertainty. He states that exporters and importers can benefit from Rolling FX hedges. He explains that...
- KEYNOTE: Zhong Rongsa, vice-chairwoman, AMAC. // Asia Hedge;3/16/2015, p1
China's asset management industry takes giant strides
- Alternative futures. McCormick, Dominic // Money Management;7/26/2012, Vol. 26 Issue 28, p22
The author discusses the managed futures funds, and reflects that retail investors and advisers are expecting too much out of managed futures. It depicts that managed futures are a valuable addition to portfolios from a diversification perspective. It provides information that managed futures...