Файл: Теоретическое обоснование Рынок пфи, валютный риск и инструменты хеджирования.rtf

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Список литературы

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. Campbell J., de Medeiros K.S & Viceira L (2010), "Global Currency Hedging", Journal of Finance, vol. 65, issue 1, pp. 87-121.

. Chang C., Gonzalez-Serrano L. and Jimenez-Martin J. (2013), "Currency Hedging Strategies sing Dynamic Multivariate GARCH", Mathematics and Computers in Simulation, Vol.94, pp.164-182.

. Chowdhurry A.R. (1991), "Future Market Efficiency: Evidence from Cointegration Tests", Journal of Futures Markets, Vol.11No.5, pp.577-589.

. Eaker M.R. and Grant D.M. (1987), "Cross-Hedging Foreign Currency Risk", Journal of International Money and Finance, No. 6, pp. 85-105.

. Ederington L.H. (1979), "The Hedging Performances of the New Futures Markets", Journal of Finance, No.34, pp.157-170.

. Fama E.F.(1970), "Efficient Capital Markets: A Review of Theory and Empirical Work", Journal of Finance, No.25, pp.383-417.

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. Hill and Schneeweis (1984), "Reducing Volatility with Financial Futures", Financial Analysts Journal, Vol.40, No.6, pp.34-40.

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. Kofi T.A. (1973), "A Framework for Comparing the Efficiency of the Live Cattle Futures Market", American Journal of Agricultural Economics, No.55, pp.584-594.

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. Leuthold R.M. and Hartman P.A. (1979), "A Semi-Strong From Evaluation of the Efficiency of the Hog Futures Market", American Journal of Agricultural Economics, No.61, pp.482-489.

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. Reboredo J.C., Rivera-Castro M.A. and Zebende G.F. (2014) "Oil and US dollar Exchange Rate Dependence: A Detrended Cross-correlation Approach", Energy Economics, Vol.42, pp.132-139.

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Российские источники:

25. Колоколов А. (2011), «Хеджирование фьючерсами: многомерные GARCH с динамическими условными корреляциями», Квантиль, №9, стр.61-75.

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. Лялин В.А. (2015), «Становление и развитие российского рынка производных финансовых инструментов», Финансово-кредитная система, бюджетное и валютное регулирование экономики, инвестиционные ресурсы, №8, стр 135-138.

. Тюкавкин Н.М. «Российский рынок деривативов», 2014 год, Вестник СамГУ.

Электронные ресурсы:

28. Сайт Центрального Банка России // Режим доступа:

. Сайт Московской биржи // Режим доступа:

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