Futures hedging with basis risk and expectation dependence
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/content/pdf/10.1007/s12232-015-0240-1.pdf
Reference23 articles.
1. Adam-Müller AFA (1997) Export and hedging decisions under revenue and exchange rate risk: a note. Eur Econ Rev 41:1421–1426
2. Adam-Müller AFA, Wong KP (2003) The impact of delivery risk on optimal production and futures hedging. Eur Finance Rev 7:459–477
3. Broll U (1992) The effect of forward markets on multinational firms. Bull Econ Res 44:233–240
4. Broll U, Wong KP (2015) Trade and cross hedging exchange rate risk. Int Econ Econ Policy. doi: 10.1007/s10368-14-0291-x
5. Broll U, Zilcha I (1992) Exchange rate uncertainty, futures markets and the multinational firm. Eur Econ Rev 36:815–826
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