[轉發] North American Journal of Economics and Finance特刊徵稿

CALL FOR PAPERS

Special Issue of the North American Journal of Economics and Finance

 

Hedging and Risk Management

 

特刊主編(依姓氏英文字母順序排列):

-        連大祥 德州大學聖安東尼奧分校講座教授

-        蔡維哲 國立中山大學校特聘年輕學者

-        王昭文 國立中山大學財務管理學系系主任

 

The objective of the Special Issue is to publish high quality papers in all areas of economics and finance related to hedging and risk management. Both theoretical and empirical contributions are welcome. Topics of interest include, but are not limited to the following:

- Hedging with derivatives

- Modeling dynamic hedge ratios

- The role of hedgers

- Advanced hedging strategies

- Risk measurement and management

- Risk Aggregation

- Model Validation, Stress Testing, Scenario Analysis

- Models for Contagion and Financial Connectedness

- Pricing of Tail Risk and connections to Macroeconomics

- Structural Analysis of Systemic Risk and Default

- Backtesting

 

Papers for the special issue of the North American Journal of Economics and Finance should be submitted through the NAJEF website. When submitting your paper, be sure to select the journal section as “HEDGING & RM" for your submission. Papers should be submitted by June 30, 2018. Manuscripts should be prepared for publication in accordance with our submissions guidelines, which can be found at the following website: https://www.elsevier.com/journals/the-north-american-journal-of-economics-and-finance/1062-9408/guide-for-authors.