Cross-Market Heding during The Credit Crunch

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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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Bibliographic Details
Main Author:	Huang, Yibing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	HEDGING SYSTEMATIC RISK CREDIT CRUNCH
Online Access:	https://eprints.nottingham.ac.uk/22122/

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