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Market structure and multiperiod hedging

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  • Broll, Udo
  • Eckwert, Bernhard

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File URL: http://www.sciencedirect.com/science/article/B6W4V-41S4YGD-1/2/b6e5c134dc4025eb35c72bed47d7e9f2
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Bibliographic Info

Article provided by Elsevier in its journal International Review of Economics & Finance.

Volume (Year): 9 (2000)
Issue (Month): 4 (October)
Pages: 291-298

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Handle: RePEc:eee:reveco:v:9:y:2000:i:4:p:291-298

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Web page: http://www.elsevier.com/locate/inca/620165

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References

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  1. Zilcha, Itzhak & Eldor, Rafael, 1991. "Exporting firm and forward markets: the multiperiod case," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 108-117, March.
  2. Moschini, GianCarlo & Hennessy, David A., 2001. "Uncertainty, Risk Aversion, and Risk Management for Agricultural Producers," Staff General Research Papers 5323, Iowa State University, Department of Economics.
  3. Kawai, Masahiro & Zilcha, Itzhak, 1986. "International trade with forward-futures markets under exchange rate and price uncertainty," Journal of International Economics, Elsevier, vol. 20(1-2), pages 83-98, February.
  4. Danthine, Jean-Pierre, 1978. "Information, futures prices, and stabilizing speculation," Journal of Economic Theory, Elsevier, vol. 17(1), pages 79-98, February.
  5. Benninga, Simon & Eldor, Rafael & Zilcha, Itzhak, 1985. "Optimal international hedging in commodity and currency forward markets," Journal of International Money and Finance, Elsevier, vol. 4(4), pages 537-552, December.
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Cited by:
  1. Wong, Kit Pong, 2013. "International trade and hedging under joint price and exchange rate uncertainty," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 160-170.

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