Corporate income tax and futures hedging
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DOI: 10.1007/BF02745891
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- Milevsky, Moshe Arye & Prisman, Eliezer Z., 1999. "Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 147-168.
- Kenneth H. Mathews & Duncan M. Holthausen, 1991. "A Simple Multiperiod Minimum Risk Hedge Model," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(4), pages 1020-1026.
- Lien, Donald & Tse, Yiu Kuen, 2001. "Hedging downside risk: futures vs. options," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 159-169.
- Lien, Da-Hsiang Donald, 1992. "Optimal hedging and spreading in cointegrated markets," Economics Letters, Elsevier, vol. 40(1), pages 91-95, September.
- Joaquín Arias & B. Wade Brorsen & Ardian Harri, 2000. "Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(4), pages 375-396, April.
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Cited by:
- Sticca, Ralph Melles & Nakao, Silvio Hiroshi, 2019. "Hedge accounting choice as exchange loss avoidance under financial crisis: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 41(C).
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