Optimal hedging by firms with multiple sources of risky revenues
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jens Eisenschmidt & Klaus Wälde, 2007.
"International Trade, Hedging, and the Demand for Forward Contracts,"
Review of International Economics, Wiley Blackwell, vol. 15(2), pages 414-429, May.
- Jens, EISENSCHMIDT & Klaus, WAELDE, 2003. "International Trade, Hedging and the Demand for Forward Contracts," LIDAM Discussion Papers IRES 2003022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Eisenschmidt, Jens & Wälde, Klaus, 2006. "International Trade, Hedging and the Demand for Forward Contracts," W.E.P. - Würzburg Economic Papers 69, University of Würzburg, Department of Economics.
- Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Adam-Muller, Axel F. A., 1997. "Export and hedging decisions under revenue and exchange rate risk: A note," European Economic Review, Elsevier, vol. 41(7), pages 1421-1426, July.
- Broll, Udo & Eckwert, Bernhard, 2000. "Market structure and multiperiod hedging," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 291-298, October.
- Maurice, Noemie & Davis, Junior, 2011. "Unravelling the underlying causes of price volatility in world coffee and cocoa commodity markets," MPRA Paper 43813, University Library of Munich, Germany, revised 2012.
- Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, October.
- Pennings, Joost M. E. & M. Leuthold, Raymond, 2001. "Introducing new futures contracts: reinforcement versus cannibalism," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 659-675, October.
- Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
- Iltae Kim, 2002. "On Hedging Behaviour In The Presence Of Exchange Rate Uncertainty And Random Cost," South African Journal of Economics, Economic Society of South Africa, vol. 70(5), pages 777-788, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:39:y:1992:i:4:p:473-477. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.