Hedging, Speculation, And Investment In Balance-Sheet Triggered Currency Crises
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- Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2006. "Hedging, speculation, and investment in balance-sheet triggered currency crises," Darmstadt Discussion Papers in Economics 168, Darmstadt University of Technology, Department of Law and Economics.
- Andreas Röthig & Willi Semmler & Peter Flaschel, 2006. "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises," Research Paper Series 173, Quantitative Finance Research Centre, University of Technology, Sydney.
References listed on IDEAS
- Stulz, René M., 1984. "Optimal Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(02), pages 127-140, June.
- Gerald D. Gay & Jouahn Nam, 1998. "The Underinvestment Problem and Corporate Derivatives Use," Financial Management, Financial Management Association, vol. 27(4), Winter.
- Albuquerque, Rui, 2007. "Optimal currency hedging," Global Finance Journal, Elsevier, vol. 18(1), pages 16-33.
- Peter Tufano, 1998. "Agency Costs of Corporate Risk Management," Financial Management, Financial Management Association, vol. 27(1), Spring.
- Beatty, Anne, 1999. "Assessing the use of derivatives as part of a risk-management strategy," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 353-357, January.
- Fatemi, Ali & Luft, Carl, 2002. "Corporate risk management: Costs and benefits," Global Finance Journal, Elsevier, vol. 13(1), pages 29-38.
- Paul R. Krugman, 2000. "Crises : the price of globalization?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 75-106.
- DeMarzo, Peter M & Duffie, Darrell, 1995. "Corporate Incentives for Hedging and Hedge Accounting," Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 743-771.
- Smith, Clifford W. & Stulz, René M., 1985. "The Determinants of Firms' Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(04), pages 391-405, December.
- Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993.
" Risk Management: Coordinating Corporate Investment and Financing Policies,"
Journal of Finance,
American Finance Association, vol. 48(5), pages 1629-1658, December.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1992. "Risk Management: Coordinating Corporate Investment and Financing Policies," NBER Working Papers 4084, National Bureau of Economic Research, Inc.
- Guay, Wayne R., 1999. "The impact of derivatives on firm risk: An empirical examination of new derivative users1," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 319-351, January.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1994. "A Framework For Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(3), pages 22-33.
- Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993. " On the Determinants of Corporate Hedging," Journal of Finance, American Finance Association, vol. 48(1), pages 267-284, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Semmler, Willi & Bernard, Lucas, 2012.
"Boom–bust cycles: Leveraging, complex securities, and asset prices,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 81(2), pages 442-465.
- Willi Semmler & Lucas Bernard, 2011. "Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices," DEGIT Conference Papers c016_034, DEGIT, Dynamics, Economic Growth, and International Trade.
- repec:spr:lnecms:978-3-642-01565-6 is not listed on IDEAS
More about this item
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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