Multinationals and futures hedging under liquidity constraints
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Bibliographic InfoArticle provided by Elsevier in its journal Global Finance Journal.
Volume (Year): 16 (2005)
Issue (Month): 2 (December)
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Web page: http://www.elsevier.com/locate/inca/620162
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- Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-95, December.
- Danthine, Jean-Pierre, 1978. "Information, futures prices, and stabilizing speculation," Journal of Economic Theory, Elsevier, vol. 17(1), pages 79-98, February.
- Broll, Udo & Wahl, Jack E., 2009. "Liquidity constrained exporters: Trade and futures hedging," Dresden Discussion Paper Series in Economics 17/09, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Meng, Rujing & Wong, Kit Pong, 2007. "Currency hedging for multinationals under liquidity constraints," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 417-431, December.
- Meng, Rujing & Wong, Kit Pong, 2010. "Multinationals and futures hedging: An optimal stopping approach," Global Finance Journal, Elsevier, vol. 21(1), pages 13-25.
- Broll, Udo & Wahl, Jack E., 2011. "Liquidity constrained exporters and trade," Economics Letters, Elsevier, vol. 111(1), pages 26-29, April.
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