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

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Author Info
Ware, Roger
Winter, Ralph

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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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  1. 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. [Downloadable!]
  2. Sohnke M. Bartram, 2002. "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance 0207001, EconWPA. [Downloadable!]
    Other versions:
  3. 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. [Downloadable!]
  4. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  5. 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. [Downloadable!]
  6. 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. [Downloadable!]
  7. 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. [Downloadable!] (restricted)
  8. Udo Broll, 1999. "Export As An Option," International Economic Journal, Korean International Economic Association, vol. 13(1), pages 19-26, April. [Downloadable!] (restricted)
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