刚刚因为发贴得到版主wesker1999的鼓励和奖励，无以为报，只有再接再厉！
现倾情奉献本人最近收集的风险管理实证文献100篇（分五个.rar压缩文档），具体如：
The Value of Corporate Risk Management, JOF, 2007;
How much do firms hedge with derivatives, JOFE, 2003;
Cephalon, Inc. Takingrisk management theory seriously, JOFE, 2001;
Derivatives hedging, geographical diversification, and firm market value, J. of Multi. Fin. Manag., 2004;
Does oil move equity prices? A global view, Energy Economics 2007;
The Asian exposure of U.S. firms: Operational and risk management strategies, Pacific-Basin Finance Journal, 2003;
Tax asymmetry, production and hedging, Journal of Economics and Business, 2002; etc.
179026.rar
(3.86 MB, 需要: 20 个论坛币)
本附件包括：- Credit enhancement through financial engineering - Freeport McMoRan's gold-denominated depositary shares.pdf
- A multivariate neuro-fuzzy system for foreign currency risk management decision making.pdf
- A note on hedging cost and basis risks.pdf
- A primer on the exposure of non-financial corporations to foreign exchange rate risk.pdf
- A survey on physical delivery versus cash settlement in futures contracts.pdf
- An analysis of asymmetry in foreign currency exposure of the Australian equities market.pdf
- An innovative analysis of taxes and corporate hedging.pdf
- Asymmetric effect of basis on dynamic futures hedging - Empirical evidence from commodity markets.pdf
- Bank foreign exchange and interest rate risk management - simultaneous versus separate hedging strategies.pdf
- Can event study methods solve the currency exposure puzzle.pdf
- Can the use of foreign currency derivatives explain variations in foreign exchange exposure - Evidence from Australian companies.pdf
- Cephalon, Inc. Taking risk management theory seriously.pdf
- Comparative analysis of accounting treatments for derivatives.pdf
- Comparisons of short and long hedge performance - the case of Taiwan.pdf
- Congestion management, transmission pricing and area price hedging in the Nordic region.pdf
- Corporate cash flow and stock price exposures to foreign exchange rate risk.pdf
- Corporate risk management - A Theoretical Appraisal.pdf
- Corporate risk management - Costs and benefits.pdf
- Corporate risk management and asymmetric information.pdf
- Corporate valuation, capital structure and risk management - A stochastic DCF approach.pdf
179027.rar
(4.05 MB, 需要: 20 个论坛币)
本附件包括：- Exchange rate exposure, hedging, and the use of foreign currency derivatives.pdf
- Credit risk - The case of First Interstate Bankcorp.pdf
- Cross hedging and forward-contract pricing of electricity.pdf
- Currency hedging for multinationals under liquidity constraints.pdf
- Currency hedging with options and futures.pdf
- Definitions Are Not What They Seem.pdf
- Derivative activities and managerial incentives in the banking industry.pdf
- Derivatives hedging, geographical diversification, and firm market value.pdf
- Does executive portfolio structure affect risk management - CEO risk-taking incentives and corporate derivatives usage.pdf
- Does oil move equity prices - A global view.pdf
- Downside risk for short and long hedgers.pdf
- Economic reassessment of energy technologies with risk-management techniques.pdf
- Efficiency of the Dojima rice futures market in Tokugawa-period Japan.pdf
- Electricity derivatives and risk management.pdf
- Empirical evidence on the relation between stock option compensation and risk taking.pdf
- Energy price risk management.pdf
- Estimating the commodity market price of risk for energy prices.pdf
- Evaluation of the interaction of risk management tools for cotton and soybeans.pdf
- Exchange rate exposure and foreign exchange derivatives - do ineffective hedgers modify future derivatives use.pdf
- Exchange rate exposure of sectoral returns and volatilities - Evidence from Japanese industrial sectors.pdf
179028.rar
(3.63 MB, 需要: 20 个论坛币)
本附件包括：- Hedging using simulation - a least squares approach.pdf
- Exploration of the role of expectations in foreign exchange risk management.pdf
- Extent of hedging in the US lodging industry.pdf
- Family ownership, dual-class shares, and risk management.pdf
- Financial versus operative hedging of currency risk.pdf
- Foreign currency debt in emerging markets - firm-level evidence from Mexico.pdf
- Foreign exchange exposure of exporting and importing firms.pdf
- Foreign exchange exposure, risk management, and quarterly earnings announcements.pdf
- Foreign exchange rate exposure of US multinational corporations - a firm-specific approach.pdf
- Foreign exchange risk management by Swedish and Korean nonfinancial firms - A comparative survey.pdf
- Foreign-denominated debt and foreign currency derivatives - complements or substitutes in hedging foreign currency risk.pdf
- Forward contracts and market power in an electricity market.pdf
- From Brownian motion to operational risk - Statistical physics and financial markets.pdf
- Hedgers, speculators and forward markets - Evidence from currency markets.pdf
- Hedging behavior in small and medium-sized enterprises - The role of unobserved heterogeneity.pdf
- Hedging Carbon Risk - Protecting Customers and Shareholders from the Financial Risk Associated with Carbon Dioxide Emissions.pdf
- Hedging downside risk - futures vs. options.pdf
- Hedging Exposure to Volatile Retail Electricity Prices.pdf
- Hedging grain price risk in the SADC - Case studies of Malawi and Zambia.pdf
- Hedging Price Risks of Farmers by Commodity Boards - A Simulation Applied to the Indian Natural Rubber Market.pdf
179029.rar
(3.75 MB, 需要: 20 个论坛币)
本附件包括：- Regulatory Questions on Hedging - The Case of Natural Gas.pdf
- Hedging, speculation, and shareholder value.pdf
- How much do firms hedge with derivatives.pdf
- Interaction between real options and financial hedging - Fact or fiction in managerial decision-making.pdf
- Interest rate derivatives at commercial banks - An empirical investigation.pdf
- Investment, cash flow, and corporate hedging.pdf
- Is operational hedging a substitute for or a complement to financial hedging.pdf
- Managing foreign exchange risk with derivatives.pdf
- Managing risks in IT projects - an options perspective.pdf
- Managing the Risks within Automotive Manufacturing.pdf
- Market efficiency, cross hedging and price forecasts - California's natural-gas markets.pdf
- Multinational corporations and hedging exchange rate exposure.pdf
- Multinationals and futures hedging under liquidity constraints.pdf
- Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs.pdf
- Operational and financial hedging for exporting firms.pdf
- Physical delivery versus cash settlement - an empirical study on the feeder cattle contract.pdf
- Price uncertainty and corporate value.pdf
- Pulling the trigger or not - Factors affecting behavior of initiating a position in derivatives markets.pdf
- Real options and a large producer - the case of electricity markets.pdf
- Real Options Valuation of Australian Gold Mines and Mining Companies.pdf
179030.rar
(3.97 MB, 需要: 20 个论坛币)
本附件包括：- Risk management strategies for banks.pdf
- Scale economies in hedging foreign exchange cash flow exposures.pdf
- Selective hedging with market views and risk limits - the case of Hydro-Quebec.pdf
- Statistical Modelling for Risk Assessment.pdf
- Stock return exposure to exchange rate risk - A perspective from delayed reactions and hedging effects.pdf
- Strategic use of futures and options by commodity processors.pdf
- Tax asymmetry, production and hedging.pdf
- The Asian exposure of U.S. firms - Operational and risk management strategies.pdf
- The basis risk of catastrophic-loss index securities.pdf
- The effects of management compensation on firm hedging - Does SFAS 133 matter.pdf
- The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations.pdf
- The influence of product market dynamics on a firm's cash holdings and hedging behavior.pdf
- The use and abuse of the hedging effectiveness measure.pdf
- To hedge or not to hedge - the performance of simple strategies for hedging foreign exchange risk.pdf
- What makes firms manage FX risk.pdf
- Risk and hedging - Do credit derivatives increase bank risk.pdf
- Risk hedging against the fuel price fluctuation in energy service business.pdf
- Risk management and the credit risk premium.pdf
- Risk management in the oil industry - can information on long-run equilibrium prices be utilized.pdf
- The Value of Corporate Risk Management.pdf
[此贴子已经被作者于2007-12-9 18:05:58编辑过]
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