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SSRNDerivatives & Volatility

Monetary Policy and Hedging Costs

The cost of hedging can be greatly affected by monetary policy decisions, as seen during the height of the pandemic crisis in March 2020.

Featured in No. 80 on 1 Jan 2025 · 23 days after release

Released
9 Dec 2024
First featured
No. 80 · 1 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5068016

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

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