Yanhui Zhu
Personal Details
First Name: | Yanhui |
Middle Name: | |
Last Name: | Zhu |
Suffix: | |
RePEc Short-ID: | pzh191 |
[This author has chosen not to make the email address public] | |
Affiliation
Bristol Business School
University of the West of England
Bristol, United Kingdomhttp://www.uwe.ac.uk/bbs/
RePEc:edi:bsuweuk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Zhu, Yanhui & Copeland, Laurence, 2008. "The Credit Risk Premium in a Disaster-Prone World," Cardiff Economics Working Papers E2008/13, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2008.
- Copeland, Laurence & Zhu, Yanhui, 2007. "Rare Disasters and the Equity Premium in a Two-Country World," Cardiff Economics Working Papers E2007/6, Cardiff University, Cardiff Business School, Economics Section.
- Copeland, Laurence & Zhu, Yanhui, 2006. "Hedging Effectiveness in the Index Futures Market," Cardiff Economics Working Papers E2006/10, Cardiff University, Cardiff Business School, Economics Section.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Copeland, Laurence & Zhu, Yanhui, 2007.
"Rare Disasters and the Equity Premium in a Two-Country World,"
Cardiff Economics Working Papers
E2007/6, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Anisha Ghosh & Christian Julliard, 2008.
"Can Rare Events Explain the Equity Premium Puzzle?,"
2008 Meeting Papers
1090, Society for Economic Dynamics.
- Julliard, Christian & Ghosh, Anisha, 2008. "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics 4808, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
- Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
- Berkman, Henk & Jacobsen, Ben & Lee, John B., 2011. "Time-varying rare disaster risk and stock returns," Journal of Financial Economics, Elsevier, vol. 101(2), pages 313-332, August.
- Anisha Ghosh & Christian Julliard, 2008.
"Can Rare Events Explain the Equity Premium Puzzle?,"
2008 Meeting Papers
1090, Society for Economic Dynamics.
- Copeland, Laurence & Zhu, Yanhui, 2006.
"Hedging Effectiveness in the Index Futures Market,"
Cardiff Economics Working Papers
E2006/10, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela, 2010. "Hedging with futures: Efficacy of GARCH correlation models to European electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 135-148, April.
- John Hua Fan & Eduardo Roca & Alexandr Akimov, 2010. "Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme," Discussion Papers in Finance finance:201009, Griffith University, Department of Accounting, Finance and Economics.
- Lien, Donald, 2009. "A note on the hedging effectiveness of GARCH models," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 110-112, January.
- Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, University of Reading, revised Sep 2006.
- Ahmad Bash & Abdullah M. Al-Awadhi & Fouad Jamaani, 2016. "Measuring the Hedge Ratio: A GCC Perspective," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(7), pages 1-1, July.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (2) 2006-02-19 2008-07-30
- NEP-FMK: Financial Markets (1) 2006-02-19
- NEP-FOR: Forecasting (1) 2006-02-19
- NEP-UPT: Utility Models and Prospect Theory (1) 2007-03-10
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