Optimal full-hedging under state-dependent preferences
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 42 (2002)
Issue (Month): 5 ()
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Web page: http://www.elsevier.com/locate/inca/620167
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- Broll, Udo & Wong, Kit Pong & Zilcha, Itzhak, 1999. "Multiple Currencies and Hedging," Economica, London School of Economics and Political Science, vol. 66(264), pages 421-32, November.
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- Udo Broll & Kit Wong, 2010. "Banking firm and hedging over the business cycle," Portuguese Economic Journal, Springer, vol. 9(1), pages 29-33, April.
- Schäfer, Klaus & Pohn-Weidinger, Johannes, 2005. "Exposures and exposure hedging in exchange rate risk management," Freiberg Working Papers 2005,19, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
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