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Implications of financial transaction costs on the real economy: A note

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  • Matthias Pelster

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  • Matthias Pelster, 2014. "Implications of financial transaction costs on the real economy: A note," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(1), March.
    • Handle: RePEc:wyz:journl:id:337
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    1. Stulz, René M., 1984. "Optimal Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(2), pages 127-140, June.
    2. Valeri Zakamouline, 2009. "The Best Hedging Strategy In The Presence Of Transaction Costs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(06), pages 833-860.
    3. Udo Broll & Jack E. Wahl & Christoph Wessel, 2011. "Export, Exchange Rate Risk and Hedging: The Duopoly Case," German Economic Review, Verein für Socialpolitik, vol. 12(4), pages 490-502, November.
    4. Kit Pong Wong & Jianguo Xu, 2006. "Liquidity risk and the hedging role of options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(8), pages 789-808, August.
    5. Blaise Allaz, 1992. "Oligopoly, uncertainty and strategic forward transactions," Post-Print hal-00511812, HAL.
    6. Blaise Allaz & Jean-Luc Vila, 1993. "Cournot Competition, Forward Markets and Efficiency," Post-Print hal-00511806, HAL.
    7. Hughes, John S. & Kao, Jennifer L., 1997. "Strategic forward contracting and observability," International Journal of Industrial Organization, Elsevier, vol. 16(1), pages 121-133, November.
    8. Udo Broll & Anna Sobiech & Jack E. Wahl, 2012. "Banking Firm, Equity and Value at Risk," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(4), December.
    9. Eldor, Rafael & Zilcha, Itzhak, 1990. "Oligopoly, uncertain demand, and forward markets," Journal of Economics and Business, Elsevier, vol. 42(1), pages 17-26, February.
    10. Allaz, Blaise, 1992. "Oligopoly, uncertainty and strategic forward transactions," International Journal of Industrial Organization, Elsevier, vol. 10(2), pages 297-308, June.
    11. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-995, December.
    12. Jack Meyer & Lindon J. Robison, 1988. "Hedging Under Output Price Randomness," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(2), pages 268-272.
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