Xin Yue Wang

Peking University HSBC Business School

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Scholarly Papers (1)

1.

Evaluating Financial Assets as Hedge Instruments Using Systemic Risk Indicator

Number of pages: 94 Posted: 04 Feb 2025
Cindy S.H. Wang, Yi-Chi Chen and Xin Yue Wang
Catholic University of Louvain (UCL)Peking University, HSBC Business School, National Cheng Kung University - Department of Economics and Peking University HSBC Business School
Downloads 56 (815,969)

Abstract:

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hedge assets, market consolidation index, systemic risk index, Hong correlation test, out-of sample forecasts