Banking firm and hedging over the business cycle
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s10258-010-0055-7.pdf
Reference15 articles.
1. Adam-Müller AFA (2000) Hedging price risk when real wealth matters. J Int Financ Money 19(4):549–560
2. Battermann HL, Braulke M, Broll U, Schimmelpfennig J (2000) The preferred hedge instrument. Econ Lett 66(1):85–91
3. Benninga S, Eldor R, Zilcha I (1983) Optimal hedging in the futures market under price uncertainty. Econ Lett 13(2–3):141–145
4. Bessis J (2009) Risk management in banking, 3rd edn. Wiley, Chichester
5. Briys E, Schlesinger H (1993) Optimal hedging when preferences are state dependent. J Futures Mark 13(5):441–451
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