Following the increasing awareness of the risk from volatility fluctuations, the market for hedging contracts written …

in the film industry. This narrative centres on film finance as a central risk distribution mechanism, and discusses how …

market share, and that in a symmetric equilibrium the possibility of failure softens competition. Further, fair and risk …

In this article, we develop and estimate an econometric panel data model to capture the common dynamics in dollar risk … premia in various forward foreign exchange rates. The common component in the dollar risk premia is highly significant and …-related common component. Our evidence also suggests that the three different foreign currencies’ dollar risk premia ‘respond’ to the …

This paper provides a critical survey of the methods employed to model the effects of risk in econometric models. Most … procedure used in the paper is to directly estimate the conditional variance (risk) by non-parametric estimators. Applications … are made to foreign exchange markets, interest rates and unemployment/inflation risk relations. …

Diversification is widely practiced by investors seeking to reduce risk. In recent years investors have been turning to … security portfolios, however, also comes an additional risk-foreign exchange risk. ; The use of currency derivatives in … internationally diversified portfolios can help mitigate foreign exchange risk. This article investigates the impact of currency …