ML-QuantSubscribe

SSRNDerivatives & Volatility

Corporate Hedging Impact on Default Probability in Chinese Firms

Research on 501 Chinese firms listed on the Hong Kong Stock Exchange reveals that hedging, particularly with interest rate derivatives, significantly reduces a firm's default risk, with state-owned enterprises less likely to default.

Featured in No. 47 on 1 May 2024 · 6 days after release

Released
25 Apr 2024
First featured
No. 47 · 1 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 4807936

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page