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Equity and CDS sector indices: Dynamic models and risk hedging. (2013). Caporin, Massimiliano.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:25:y:2013:i:c:p:261-275.

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  1. Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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  2. Hedging the risk of travel and leisure stocks: The role of crude oil. (2021). Jalkh, Naji ; Bouri, Elie ; Dutta, Anupam ; Vo, Xuan Vinh.
    In: Tourism Economics.
    RePEc:sae:toueco:v:27:y:2021:i:7:p:1337-1356.

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  3. Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness. (2021). Jarboui, Anis ; Ghorbel, Ahmed ; Hamma, Wajdi.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00208-2.

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  4. The Relationship Between Credit Default Swap Spreads, Equity Indices and Sector Equity Indices: An Empirical Study on Istanbul Stock Exchange. (2015). Koy, Ayben .
    In: Proceedings of International Academic Conferences.
    RePEc:sek:iacpro:2604117.

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  5. Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises. (2014). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:159-177.

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  6. Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia .
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1336.

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  7. Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia .
    In: MPRA Paper.
    RePEc:pra:mprapa:50940.

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  8. Risk management and financial derivatives: An overview. (2013). McAleer, Michael ; Hammoudeh, Shawkat.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

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  9. Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:816.

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  10. Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:32527.

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