Hedging stock sector risk with credit default swaps

By M. Ratner, Chih-Chieh Chiu. 2013

147 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/afd5e15535c8f61dbefe4f3c5cd01313e6f08a54

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Anders Stensås
2. Magnus Frostholm Nygaard
3. K. Kyaw
4. Sirimon Treepongkaruna

In Finance

1. Anders Stensås
2. Magnus Frostholm Nygaard
3. K. Kyaw
4. Sirimon Treepongkaruna

Citations in the corpus

• Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017, unknown): “First, this article employs a bivariate asymmetric DCC model proposed by Cappiello, Engle, and Sheppard (2006) in extension of the standard DCC of Engle (2002) used by Ratner and Chiu (2013).”
• Can Bitcoin be a diversifier, hedge or safe haven tool? (2019, methodology): “For instance, rolling regression and exponential smoothing techniques could be used to compensate for the dynamic correlations (Ratner & Chiu, 2013).”
• On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2017, unknown): “However, we follow Baur and Lucey (2010) and Ratner and Chiu (2013) and differentiate between a diversifier, a hedge and a safe haven.”