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Hedging Business Cycle Risk With Macro Swaps And Options

Author

Listed:
  • John F. Marshall
  • Vipul K. Bansal
  • Anthony F. Herbst
  • Alan L. Tucker

Abstract

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Suggested Citation

  • John F. Marshall & Vipul K. Bansal & Anthony F. Herbst & Alan L. Tucker, 1992. "Hedging Business Cycle Risk With Macro Swaps And Options," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(4), pages 103-108, January.
    • Handle: RePEc:bla:jacrfn:v:4:y:1992:i:4:p:103-108
    DOI: 10.1111/j.1745-6622.1992.tb00220.x
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    Cited by:

    1. Shiller, Robert J., 1995. "Aggregate income risks and hedging mechanisms," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 119-152.
    2. Robert J. Shiller, 1997. "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations," Cowles Foundation Discussion Papers 1145, Cowles Foundation for Research in Economics, Yale University.
    3. Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper 2000-92, Tilburg University, Center for Economic Research.
    4. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    5. Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Other publications TiSEM e1835d1b-f90b-4907-be6c-1, Tilburg University, School of Economics and Management.

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