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Optimal hedging by firms with multiple sources of risky revenues

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  • Zilcha, Itzhak
  • Broll, Udo

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 39 (1992)
Issue (Month): 4 (August)
Pages: 473-477

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Handle: RePEc:eee:ecolet:v:39:y:1992:i:4:p:473-477

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Jens, EISENSCHMIDT & Klaus, WAELDE, 2003. "International Trade, Hedging and the Demand for Forward Contracts," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Pennings, Joost M. E. & M. Leuthold, Raymond, 2001. "Introducing new futures contracts: reinforcement versus cannibalism," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 659-675, October.
  3. Maurice, Noemie & Davis, Junior, 2011. "Unravelling the underlying causes of price volatility in world coffee and cocoa commodity markets," MPRA Paper 43813, University Library of Munich, Germany, revised 2012.
  4. Adam-Muller, Axel F. A., 1997. "Export and hedging decisions under revenue and exchange rate risk: A note," European Economic Review, Elsevier, vol. 41(7), pages 1421-1426, July.
  5. Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Darmstadt Discussion Papers in Economics 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).

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