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Denomination of currency decisions and zero-cost options collars

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  • Vander Linden, David

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  • Vander Linden, David, 2005. "Denomination of currency decisions and zero-cost options collars," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 85-98, February.
    • Handle: RePEc:eee:mulfin:v:15:y:2005:i:1:p:85-98
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    1. Matti Keloharju & Mervi Niskanen, 2001. "Why Do Firms Raise Foreign Currency Denominated Debt? Evidence from Finland," European Financial Management, European Financial Management Association, vol. 7(4), pages 481-496, December.
    2. Jeff Madura & Richard H. Fosberg, 1990. "The Impact Of Financing Sources On Multinational Projects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(1), pages 61-69, March.
    3. Morey, Matthew R. & Simpson, Marc W., 2001. "To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 213-223, April.
    4. Glen, Jack & Jorion, Philippe, 1993. "Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-1886, December.
    5. Alan C Shapiro, 1975. "Evaluating Financing Costs for Multinational Subsidiaries," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 6(2), pages 25-32, June.
    6. S Ghon Rhee & Rosita P Chang & Peter E Koveos, 1985. "The Currency of Denomination Decision for Debt Financing," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 16(3), pages 143-150, September.
    7. Garman, Mark B. & Kohlhagen, Steven W., 1983. "Foreign currency option values," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 231-237, December.
    8. Cheung, Yin-Wong & Chinn, Menzie David, 2001. "Currency traders and exchange rate dynamics: a survey of the US market," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August.
    9. Y Angela Liu & L Paul Hsueh, 1993. "Tax Effect on the Debt Denomination Decision of Multinational Projects," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 24(1), pages 145-154, March.
    10. Allayannis, George & Ofek, Eli, 2001. "Exchange rate exposure, hedging, and the use of foreign currency derivatives," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 273-296, April.
    11. Alan C Shapiro, 1984. "The Impact of Taxation on the Currency-of-Denomination Decision for Long-Term Foreign Borrowing and Lending," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 15(1), pages 15-25, March.
    12. Mark, Nelson C, 1995. "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability," American Economic Review, American Economic Association, vol. 85(1), pages 201-218, March.
    13. Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 21-42, April.
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    Cited by:

    1. Sanghyo Lee & Kyunghwan Kim, 2015. "Collar Option Model for Managing the Cost Overrun Caused by Change Orders," Sustainability, MDPI, vol. 7(8), pages 1-15, August.
    2. Fernandes, Gláucia & Gomes, Leonardo & Vasconcelos, Gabriel & Brandão, Luiz, 2016. "Mitigating wind exposure with zero-cost collar insurance," Renewable Energy, Elsevier, vol. 99(C), pages 336-346.
    3. Fernandes, Gláucia & Lima Gomes, Leonardo & Teixeira Brandão, Luiz Eduardo, 2019. "Mitigating Hydrological Risk with Energy Derivatives," Energy Economics, Elsevier, vol. 81(C), pages 528-535.

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