Cross-Market Heding during The Credit Crunch
Systematic risks cannot be eliminated by diversifying within one market. However, the systematic risk of the combined markets can be reduced significantly by hedging across the markets. It is an alternative way to hedge against the systematic risk apart from holding particular futures contracts. Thi...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2008
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| Online Access: | https://eprints.nottingham.ac.uk/22122/ |