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How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki - In: Finance research letters 58 (2023) 4, pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
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Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
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The price of firm-level information uncertainty
Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
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The impact of climate risk aversion on agribusiness share price volatility
Liu, Peng; Chen, Yaru; Mu, Yan - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491031
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Are stock markets efficient in the face of fear? : evidence from the terrorist attacks in Paris and Brussels
Kolaric, Sascha; Schiereck, Dirk - In: Finance research letters 18 (2016), pp. 306-310
Persistent link: https://www.econbiz.de/10011657261
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New evidence for the inflation hedging potential of US stock returns
Salisu, Afees A.; Ndako, Umar Bida; Akanni, Lateef O. - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012485025
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Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling; Zhou, Zhongbao; Liu, Qing; Jiang, Yong - In: Finance research letters 29 (2019), pp. 245-254
Persistent link: https://www.econbiz.de/10012419082
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Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan; Pan, Zhiyuan; Liu, Li - In: Finance research letters 28 (2019), pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
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Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan; Shenghong, Li - In: Finance research letters 24 (2018), pp. 49-55
Persistent link: https://www.econbiz.de/10011982461