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Alternative foreign exchange management protocols: an application of sensitivity analysis

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  • Gautier, Antoine
  • Granot, Frieda
  • Levi, Maurice

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  • Gautier, Antoine & Granot, Frieda & Levi, Maurice, 2002. "Alternative foreign exchange management protocols: an application of sensitivity analysis," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 1-19, February.
    • Handle: RePEc:eee:mulfin:v:12:y:2002:i:1:p:1-19
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    References listed on IDEAS

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    1. Engle, Robert F & Ito, Takatoshi & Lin, Wen-Ling, 1990. "Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 58(3), pages 525-542, May.
    2. Judy C. Lewent & A. John Kearney, 1990. "Identifying, Measuring, And Hedging Currency Risk At Merck," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(4), pages 19-28, January.
    3. Antoine Gautier & Frieda Granot, 1996. "Ripples, complements, and substitutes in generalized networks," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(1), pages 1-21, February.
    4. Levi, Maurice D., 1992. "Non-reversed investment and borrowing, transaction costs, and covered interest parity," International Review of Economics & Finance, Elsevier, vol. 1(2), pages 107-119.
    5. Peter J. Maloney, 1990. "Managing Currency Exposure: The Case Of Western Mining," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(4), pages 29-34, January.
    6. Christofides, N. & Hewins, R. D. & Salkin, G. R., 1979. "Graph Theoretic Approaches to Foreign Exchange Operations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(3), pages 481-500, September.
    7. Frieda Granot & Arthur F. Veinott, 1985. "Substitutes, Complements and Ripples in Network Flows," Mathematics of Operations Research, INFORMS, vol. 10(3), pages 471-497, August.
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