Cross Hedging with Currency Forward Contracts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21561/fullpdf
Reference28 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. Cross-hedging of exchange rate risks: A note;Battermann;Japanese Economic Review,2006
5. Optimal international hedging and output policies in commodity and currency forward markets;Benninga;Journal of International Money and Finance,1985
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