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Forward markets, currency options and the hedging of foreign exchange risk

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  • Ware, Roger
  • Winter, Ralph

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Bibliographic Info

Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 25 (1988)
Issue (Month): 3-4 (November)
Pages: 291-302

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Handle: RePEc:eee:inecon:v:25:y:1988:i:3-4:p:291-302

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Web page: http://www.elsevier.com/locate/inca/505552

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Cited by:
  1. Lien, Donald & Wang, Yan, 2006. "Cross-hedging with futures and options: The effects of disappointment aversion," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 16-26, February.
  2. Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R., 2005. "A primer on the exposure of non-financial corporations to foreign exchange rate risk," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 394-413, October.
  3. Joseph, Nathan Lael, 2000. "The choice of hedging techniques and the characteristics of UK industrial firms," Journal of Multinational Financial Management, Elsevier, vol. 10(2), pages 161-184, June.
  4. Basu, Kaushik, 2013. "The art of currency manipulation : how to profiteer by deliberately distorting exchange rates," Policy Research Working Paper Series 6608, The World Bank.
  5. Webber, Anthony G., 2000. "Newton's gravity law and import prices in the Asia Pacific," Japan and the World Economy, Elsevier, vol. 12(1), pages 71-87, January.
  6. Wong, Kit Pong, 2007. "Operational and financial hedging for exporting firms," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 459-470.
  7. Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany.
  8. Sohnke M. Bartram, 2002. "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance 0207001, EconWPA.
  9. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, vol. 23(1), pages 18-29.
  10. MoonJoong Tcha, 2005. "Australian Wool Exports and Exchange Rate Pass-Through: Asymmetric Responses and Market Share," Economics Discussion / Working Papers 05-31, The University of Western Australia, Department of Economics.
  11. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  12. Wong, Kit Pong, 2006. "The effects of abandonment options on operating leverage and forward hedging," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 72-86.
  13. Amit Ghosh, 2009. "Implications of production sharing on exchange rate pass-through," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 334-345.
  14. Patricia S. Pollard & Cletus C. Coughlin, 2004. "Size matters: asymmetric exchange rate pass-through at the industry level," Working Papers 2003-029, Federal Reserve Bank of St. Louis.
  15. Broll Udo, 1999. "Export as an Option," International Economic Journal, Taylor & Francis Journals, vol. 13(1), pages 19-26.
  16. Di Iorio, Amalia & Faff, Robert, 2000. "An analysis of asymmetry in foreign currency exposure of the Australian equities market," Journal of Multinational Financial Management, Elsevier, vol. 10(2), pages 133-159, June.
  17. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
  18. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
  19. Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "Restricted Export Flexibility and Risk Management with Options and Futures," CoFE Discussion Paper 02-07, Center of Finance and Econometrics, University of Konstanz.
  20. Shang-Jin Wei & Jeffrey A. Frankel, 1991. "Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?," NBER Working Papers 3910, National Bureau of Economic Research, Inc.
  21. Webber, A., 1999. "Newton's Gravity Law and Import Prices in the Asia Pacific," Economics Working Papers WP99-12, School of Economics, University of Wollongong, NSW, Australia.

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