Offshore Bidding and Currency Futures
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References listed on IDEAS
- Niclas Hagelin, 2003. "Why firms hedge with currency derivatives: an examination of transaction and translation exposure," Applied Financial Economics, Taylor & Francis Journals, vol. 13(1), pages 55-69.
- Haigh, Michael S. & Holt, Matthew T., 2002. "Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note," Working Papers 28573, University of Maryland, Department of Agricultural and Resource Economics.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Han Han & Benoit Julien & Asgerdur Petursdottir & Liang Wang, 2016.
"Credit, Money and Asset Equilibria with Indivisible Goods,"
201608, University of Hawaii at Manoa, Department of Economics.
- Han Han & Benoit Julien & Asgerdur Petursdottir & Liang Wang, 2016. "Credit, Money and Asset Equilibria with Indivisible Goods," Working Papers 201601, University of Hawaii at Manoa, Department of Economics.
- Han Han & Benoit Julien & Asgerdur Petursdottir & Liang Wang, 2017. "Asset Pricing Equilibria with Indivisible Goods," Working Papers 201705, University of Hawaii at Manoa, Department of Economics.
More about this item
Keywordsexchange rate; futures markets; uncertainty; game theory; multinational enterprise;
- F3 - International Economics - - International Finance
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
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