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Hedging stock sector risk with credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: International Review of Financial Analysis 30 (2013) C, pp. 18-25

This study examines the potential risk reducing benefits of credit default swaps (CDS) against risk in U.S. stock market sectors from 2004 to 2011. Tests of GARCH dynamic conditional correlation coefficients indicate that CDS serve as an effective hedge against risk in all stock sectors. CDS...

Persistent link: https://www.econbiz.de/10010730289

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P. C.; Ratner, Mitchell; … - In: International Review of Financial Analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10005228962

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

Meric, Ilhan; Ratner, Mitchell; Meric, Gulser - In: International Review of Financial Analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10005228965

Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis

Leal, Ricardo; Nail, Lance; Parisi, Franco - In: International Review of Financial Analysis 10 (2001) 3, pp. 201-201

Persistent link: https://www.econbiz.de/10005229016

Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis

Leal, Ricardo; Nail, Lance; Parisi, Franco - In: International Review of Financial Analysis 10 (2001) 2, pp. 97-97

Persistent link: https://www.econbiz.de/10005229076