Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bartram, Sohnke M., 2004.
"Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations,"
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Elsevier, vol. 23(4), pages 673-699, June.
- Sohnke M. Bartram, 2002. "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance 0207001, EconWPA.
- Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany.
More about this item
KeywordsCollusive Pricing; Asian Options; Bull Cali Spreads; Hedging;
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F39 - International Economics - - International Finance - - - Other
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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