Hedging Turbulence Risk
A Chinese Financial Turbulence Index (FTI) developed using textual analysis and AI of news articles can negatively predict market returns, and a hedging framework incorporating firm characteristics related to financial resilience can effectively hedge against financial turbulence risk.
Featured in No. 87 on 5 Mar 2025 · 18 days after release
- Released
- 15 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- SSRN 5139437
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