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On Hedging Behaviour In The Presence Of Exchange Rate Uncertainty And Random Cost

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  • Iltae Kim

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  • Iltae Kim, 2002. "On Hedging Behaviour In The Presence Of Exchange Rate Uncertainty And Random Cost," South African Journal of Economics, Economic Society of South Africa, vol. 70(5), pages 777-788, June.
  • Handle: RePEc:bla:sajeco:v:70:y:2002:i:5:p:777-788
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    References listed on IDEAS

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    1. Ethier, Wilfred, 1973. "International Trade and the Forward Exchange Market," American Economic Review, American Economic Association, vol. 63(3), pages 494-503, June.
    2. Zilcha, Itzhak & Broll, Udo, 1992. "Optimal hedging by firms with multiple sources of risky revenues," Economics Letters, Elsevier, vol. 39(4), pages 473-477, August.
    3. Broll, Udo, 1994. "Foreign Production and Forward Markets," Australian Economic Papers, Wiley Blackwell, vol. 33(62), pages 1-6, June.
    4. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
    5. Baron, David P, 1976. "Flexible Exchange Rates, Forward Markets, and the Level of Trade," American Economic Review, American Economic Association, vol. 66(3), pages 253-266, June.
    6. 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.
    7. Gershon Feder & Richard E. Just & Andrew Schmitz, 1980. "Futures Markets and the Theory of the Firm under Price Uncertainty," The Quarterly Journal of Economics, Oxford University Press, vol. 94(2), pages 317-328.
    8. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-995, December.
    9. Danthine, Jean-Pierre, 1978. "Information, futures prices, and stabilizing speculation," Journal of Economic Theory, Elsevier, vol. 17(1), pages 79-98, February.
    10. SANDMO, Agnar, 1971. "On the theory of the competitive firm under price uncertainty," CORE Discussion Papers RP 80, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    11. Kawai, Masahiro, 1981. "The Behaviour of an Open-Economy Firm under Flexible Exchange Rates," Economica, London School of Economics and Political Science, vol. 48(189), pages 45-60, February.
    12. Leland, Hayne E, 1972. "Theory of the Firm Facing Uncertain Demand," American Economic Review, American Economic Association, vol. 62(3), pages 278-291, June.
    13. Losq, Etienne, 1982. "Hedging with price and output uncertainty," Economics Letters, Elsevier, vol. 10(1-2), pages 65-70.
    14. 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.
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