Hedging time-varying downside risk

被引:2
|
作者
Lien, D
Tse, YK
机构
[1] Univ Kansas, Dept Econ, Lawrence, KS 66045 USA
[2] Natl Univ Singapore, Singapore 117548, Singapore
关键词
D O I
10.1002/(SICI)1096-9934(199809)18:6<705::AID-FUT4>3.0.CO;2-R
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:705 / 722
页数:18
相关论文
共 50 条
  • [31] Time-varying risk analysis for commodity futures
    Rehman, Mobeen Ur
    Owusu Junior, Peterson
    Ahmad, Nasir
    Vo, Xuan Vinh
    RESOURCES POLICY, 2022, 78
  • [32] Time-varying uncertainty and variance risk premium
    Ruan, Xinfeng
    Zhang, Jin E.
    JOURNAL OF MACROECONOMICS, 2021, 69
  • [33] Time-Varying Risk Attitude and Conditional Skewness
    Liu, Zhifeng
    Zhang, Tingting
    Wen, Fenghua
    ABSTRACT AND APPLIED ANALYSIS, 2014,
  • [34] THE DISCRETELY TIME-VARYING RISK PREMIUM ON THE AUD
    BUCHANAN, MJ
    FELMINGHAM, BS
    ECONOMICS LETTERS, 1990, 32 (03) : 261 - 265
  • [35] Momentum profits and time-varying unsystematic risk
    Li, Xiafei
    Miffre, Joelle
    Brooks, Chris
    O'Sullivan, Niall
    JOURNAL OF BANKING & FINANCE, 2008, 32 (04) : 541 - 558
  • [36] Time-varying inflation risk and stock returns
    Boons, Martijn
    Duarte, Fernando
    de Roon, Frans
    Szymanowska, Marta
    JOURNAL OF FINANCIAL ECONOMICS, 2020, 136 (02) : 444 - 470
  • [37] News, disaster risk, and time-varying uncertainty
    Shen, Wenyi
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 51 : 459 - 479
  • [38] Time-Varying Risk Premiums and the Output Gap
    Cooper, Ilan
    Priestley, Richard
    REVIEW OF FINANCIAL STUDIES, 2009, 22 (07): : 2801 - 2833
  • [39] Risk Sharing in the EMU: A Time-Varying Perspective
    Foresti, Pasquale
    Napolitano, Oreste
    JCMS-JOURNAL OF COMMON MARKET STUDIES, 2022, 60 (02) : 319 - 336
  • [40] Time-varying risk aversion and asset prices
    Li, George
    JOURNAL OF BANKING & FINANCE, 2007, 31 (01) : 243 - 257