On the importance of asymmetries for dynamic hedging during the subprime crisis
Year of publication: |
2011
|
---|---|
Authors: | Lai, Yu-sheng ; Sheu, Her-jiun |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 10/12, p. 801-813
|
Subject: | Hedging | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis |
-
Evidence on Hedge Ratios Changes Around the Subprime Mortgage Crisis
Hsu, Wei-Hsi, (2011)
-
Evaluating hedge ratios in the subprime mortgage crisis
Hsu, Wei-His, (2009)
-
Hedge funds and the housing bubble
Giannikos, Christos, (2014)
- More ...
-
On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-Sheng, (2011)
-
On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-Sheng, (2011)
-
The incremental value of a futures hedge using realized volatility
Lai, Yu-sheng, (2010)
- More ...