The effects of war risk on US financial markets
โ Scribed by Roberto Rigobon; Brian Sack
- Book ID
- 116614552
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 193 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
ost empirical work and empirically oriented illustrations dealing with M the hedging effectiveness of futures contracts utilize either one of two approaches, namely: Risk minimization or payoff maximization. In the first approach, hedging is perceived as a combination of a futures position with an e
## Abstract This paper analyses the integration process of European equity markets since the 1980s. Its central focus is on the role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration. Building on an uncovered interest rate parity co