Optimal international hedging in commodity and currency forward markets
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 4 (1985)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz.
- 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).
- Jens Eisenschmidt & Klaus Wälde, 2007. "International Trade, Hedging, and the Demand for Forward Contracts," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 414-429, 05.
- Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Eisenschmidt, Jens & Wälde, Klaus, 2006. "International Trade, Hedging and the Demand for Forward Contracts," W.E.P. - WÃ¼rzburg Economic Papers 69, University of Würzburg, Chair for Monetary Policy and International Economics.
- Broll, Udo & Wahl, Jack E., 1998. "Missing risk sharing markets and the benefits of cross-hedging in developing countries," Journal of Development Economics, Elsevier, vol. 55(1), pages 43-56, February.
- Eldor, Rafael & Zilcha, Itzhak, 2002. "Tax asymmetry, production and hedging," Journal of Economics and Business, Elsevier, vol. 54(3), pages 345-356.
- Korn, Olaf, 2009. "Hedging price risk when payment dates are uncertain," CFR Working Papers 07-14, University of Cologne, Centre for Financial Research (CFR).
- Gagnon, Louis & Lypny, Gregory J. & McCurdy, Thomas H., 1998. "Hedging foreign currency portfolios," Journal of Empirical Finance, Elsevier, vol. 5(3), pages 197-220, September.
- Broll, Udo & Eckwert, Bernhard, 1998. "Export and Hedging Decision with State-Dependent Utility," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 247-253.
- Adam-Muller, Axel F. A., 2000. "Hedging price risk when real wealth matters," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 549-560, August.
- Broll, Udo & Eckwert, Bernhard, 2000. "Market structure and multiperiod hedging," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 291-298, October.
- Udo Broll, 1993. "Foreign production and international hedging in a multinational firm," Open Economies Review, Springer, vol. 4(4), pages 425-432, December.
- Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
- 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.
- Udo Broll & Peter Welzel & Kit Pong Wong, 1999. "Strategic Hedging," Working Paper Series B 1999-04, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultïät.
- Udo Broll & Peter Welzel & Kit Wong, 2009. "Export and Strategic Currency Hedging," Open Economies Review, Springer, vol. 20(5), pages 717-732, November.
- 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.
- Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2009. "Export and benefits of hedging in emerging economies," Dresden Discussion Paper Series in Economics 10/09, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Adam-Müller, Axel F.A. & Nolte, Ingmar, 2011. "Cross hedging under multiplicative basis risk," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2956-2964, November.
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