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Hedging macroeconomic and financial uncertainty and volatility

Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2020

Persistent link: https://www.econbiz.de/10012300973

Hedging housing price risks : some empirical evidence from the US

Bao, Li; Cheung, William Ming Yan; Unger, Stephan - In: Quantitative finance 20 (2020) 12, pp. 1997-2013

Persistent link: https://www.econbiz.de/10012313538

The cross-section of risk and returns

Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - In: The review of financial studies 33 (2020) 5, pp. 1927-1979

Persistent link: https://www.econbiz.de/10012244727

The hedging role of US and Chinese stock markets against economic and trade policy uncertainty : lessons from recent turbulences

Ghosh, Sutap Kumar; Hossain, Md. Naiem; Khatun, Hosneara - In: China finance review international 13 (2023) 3, pp. 444-470

Persistent link: https://www.econbiz.de/10014362718

Measuring Risk for Large Hedgers and Large Speculators in Major US Futures Markets

Gurrib, Ikhlaas - 2013

Using the Commodity Futures Trading Commission's Commitments of Traders data, considering both the generalized autoregressive conditional heteroskedasticity (GARCH) and the power ARCH volatility-based models, it has been found that the lagged volatility and the news about volatility from the...

Persistent link: https://www.econbiz.de/10013073840

Policy uncertainty, the use of derivatives : evidence from US bank holdingcompanies (BHCs)

Tran, Dung Viet; Hassan, M. Kabir; AlTalafha, Sarah H.; … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013286534

Social security and longevity risk : an analysis of couples

Hunt, Erin Cottle; Caliendo, Frank - In: Journal of public economic theory 24 (2022) 3, pp. 547-579

Persistent link: https://www.econbiz.de/10013183770

Regulatory limits to risk management

Sen, Ishita - In: The review of financial studies 36 (2023) 6, pp. 2175-2223

Persistent link: https://www.econbiz.de/10014320652

How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers

Mnasri, Mohamed - 2013

This paper investigates the determinants of hedging strategy choice. We introduce different dynamic discrete choice … frameworks with random effects to mitigate unobserved heterogeneity and state dependence. Using a new dataset on the hedging … activities of 150 US oil and gas producers, we find strong evidence that hedging strategy is influenced by investment …

Persistent link: https://www.econbiz.de/10013083771

Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks

Alomari, Mohammed; Selmi, Refk; Mensi, Walid; Ko, Hee-Un; … - In: The quarterly review of economics and finance 93 (2024), pp. 210-228

Persistent link: https://www.econbiz.de/10014494645