Hedging quantitative easing-Reference-Cited by-同舟云学术

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Hedging quantitative easing

Published:2023-07-27 Issue:3 Volume:30 Page:323-338
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Melia Adrian¹,Song Xiaojing²,Tippett Mark³,van der Burg John⁴

Affiliation:

1. Business School, University of Newcastle, Newcastle, Australia

2. Newcastle University Business School, Newcastle upon Tyne, UK

3. School of Business and Economics, Loughborough University, Leicestershire, UK

4. Wellington School of Business and Government, Victoria University of Wellington, Wellington, New Zealand

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2023.2224832

Reference34 articles.

1. Arnold, L. 1974. Stochastic Differential Equations. New York: Wiley.

2. The Role of Securities in the Optimal Allocation of Risk-bearing

3. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

4. Batini N. and E. Nelson. 2002. “The Lag From Monetary Policy Actions to Inflation: Friedman Revisited.” Bank of England External Monetary Policy Committee Unit. Discussion Paper #6.

5. The Pricing of Options and Corporate Liabilities

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