Risk management in the global economy: A review essay

Journal of Banking and Finance

Volumn 26, Issue 2-3, 2002, Pages 205-221

  Hunter, William C ^a   Smith, Stephen D ^b,c  

^a FEDERAL RESERVE BANK OF CHICAGO   (United States)

^b GEORGIA STATE UNIVERSITY   (United States)

^c FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

Incomplete markets; Portfolio theory; Risk management

Indexed keywords

EID: 0036155425     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00219-9     Document Type: Article

References (38)

1. Cross hedging
2. The role of securities in the optimal allocation of risk bearing
3. The pricing of options and corporate liabilities
4. Equilibrium in a reinsurance market
5. A model of reserves, bank runs and deposit insurance
6. Financial intermediation and delegated monitoring
7. Bank runs, deposit insurance, and liquidity
8. Reinsurance under conditions of capital market equilibrium: A note
9. The hedging performance of the new futures markets
10. Risk management: Coordinating corporate investment and financing policies
11. Martingales and arbitrage in multiperiod securities markets
12. Thoughts of financial derivatives, systemic risk, and central banking: Some recent developments
13. Demand deposits, trading restrictions and risk sharing
14. Theory of the firm: Managerial behavior, agency costs and ownership structure
15. Risk shifting incentives of depository institutions: A new perspective on federal deposit insurance reform
16. Theory of the firm facing uncertain demand
17. Agency costs, risk management, and capital structure
18. Who bets against hedgers?
19. The valuation of risk assets and the selection of risky portfolios and capital budgets
20. Forward markets, stock markets and the theory of the firm
21. Portfolio selection
22. Hedging and liquidity
23. Theory of rationale option pricing
24. The cost of capital, corporation finance and the theory of investment
25. Maturity intermediation and intertemporal lending policies of financial intermediaries
26. Corporate investment and financing decisions when firms have information that investors do not have
27. Risk aversion in the small and in the large
28. Optimal hedging under price and quantity uncertainty
29. A simple approach to the valuation of risky streams
30. On the theory of the competitive firm under price uncertainty
31. Hedging and coordinated risk management; evidence from thrift conversions
32. Valuation, capital structure, and shareholder unanimity for depository financial intermediaries
33. Capital asset prices: A theory of market equilibrium under conditions of risk
34. The determinants of firms' hedging policies
35. Optimal hedging policies
36. Rethinking risk management
37. Liquidity preference as behavior towards risk
38. Who manages risk? An empirical examination of risk management practices in the gold mining industry