EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK
Author:
Affiliation:
1. University of Hong Kong
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/boer.12016/fullpdf
Reference37 articles.
1. Export and hedging decisions under revenue and exchange rate risk: a note;Adam-Müller;European Economic Review,1997
2. Cross hedging under multiplicative basis risk;Adam-Müller;Journal of Banking and Finance,2011
3. Cross hedging;Anderson;Journal of Political Economy,1981
4. Optimal international hedging and output policies in commodity and currency forward markets;Benninga;Journal of International Money and Finance,1985
5. Credit rationing or entrepreneurial risk aversion? A comment;Bonilla;Economics Letters,2013
Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Managing revenue risk of the firm: commodity futures and options;IMA Journal of Management Mathematics;2015-08-03
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