Hedging foreign currency portfolios
L Gagnon, GJ Lypny, TH McCurdy - Journal of Empirical Finance, 1998 - Elsevier
This paper investigates dynamic and portfolio effects in a multi-currency hedging problem
which incorporates both risk-reduction and speculative components for the futures demand. …
which incorporates both risk-reduction and speculative components for the futures demand. …
The hedging effectiveness of DAX futures
G Lypny, M Powalla - The European Journal of Finance, 1998 - Taylor & Francis
Dynamic futures hedging strategies have been shown to be effective in a number of markets,
but the gain in risk reduction over simple, constant hedges varies. This paper examines the …
but the gain in risk reduction over simple, constant hedges varies. This paper examines the …
Hedging short-term interest risk under time-varying distributions
L Gagnon, G Lypny - The Journal of Futures Markets (1986 …, 1995 - search.proquest.com
The dollar-equivalency approach and the minimum-variance approach are two commonly
advocated strategies for hedging the interest rate exposure of debt portfolios. Both strategies …
advocated strategies for hedging the interest rate exposure of debt portfolios. Both strategies …
IPO lockup expiration in the Middle East and North Africa
T Hakim, G Lypny, HS Bhabra - Journal of Multinational Financial …, 2012 - Elsevier
We examine stock market reaction to IPO lockup expiration for a sample of 60 companies in
the Middle East and North Africa (MENA) region. Lockups in the MENA are set by regulators …
the Middle East and North Africa (MENA) region. Lockups in the MENA are set by regulators …
The benefits of dynamically hedging the Toronto 35 stock index
L Gagnon, G Lypny - … /Revue Canadienne des Sciences de l' …, 1997 - Wiley Online Library
… A diagonal model is also estimated by setting the off-diagonal elements of A and G to zero.
Finally, a constant hedge model is estimated by restricting all elements of A and G to zero. …
Finally, a constant hedge model is estimated by restricting all elements of A and G to zero. …
Islamic investment and the cost of observance
O Al-Shakfa, G Lypny - The Journal of Investing, 2011 - pm-research.com
This article studies momentum and reversal patterns in corporate bond prices. The authors
analyze returns on two momentum trading strategies—buying bonds with the best past …
analyze returns on two momentum trading strategies—buying bonds with the best past …
An experimental study of managerial pay and firm hedging decisions
GJ Lypny - Journal of Risk and Insurance, 1993 - JSTOR
A manager's pay is often a function of a performance measure such as revenue, profit, or
asset value. This study tests directly by experimentation the implications of pay function shape …
asset value. This study tests directly by experimentation the implications of pay function shape …
Hedging foreign exchange risk with currency futures: Portfolio effects
GJ Lypny - The Journal of Futures Markets (1986-1998), 1988 - search.proquest.com
with Currency Futures: Page 1 Hedging Foreign Exchange Risk with Currency Futures:
Portfolio Effects Gregory J. Lypny H. INTRODUCTION LS kk on hedging foreign exchange risk …
Portfolio Effects Gregory J. Lypny H. INTRODUCTION LS kk on hedging foreign exchange risk …
A pilot study using an online, experimental, two-asset market
G Lypny - The Journal of Economic Education, 2003 - Taylor & Francis
… Gregory Lypny … Gregory Lypny is an associate professor of finance at Concordia
University (e-mail: greg@jmsb. concordia.caJ. … See Lypny (1993) for an evample of the …
University (e-mail: greg@jmsb. concordia.caJ. … See Lypny (1993) for an evample of the …
Cummins, J. David and Mary A. Weiss, The Stochastic Dominance of No
…, SF Borde, SJ Carroll, JS Kakalik, GJ Lypny… - Economics and … - search.proquest.com
… Lypny, 2:208-229. Fuzzy Trends in Property-Liability Insurance Claim Costs, J. David
Cummins and Richard A. … Lypny, Gregory J., An Experimental Study of Managerial Pay …
Cummins and Richard A. … Lypny, Gregory J., An Experimental Study of Managerial Pay …