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Cross Hedging with Currency Forward Contracts
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Cross Hedging with Currency Forward Contracts (2012)Cross Hedging with Currency Forward Contr…The demand for a risky asset in the presence of a background risk (2010)The demand for a risky asset …Cross-Hedging with Currency Options and Futures (2003)Cross-Hedging with Currency O…Currency hedging with options and futures (2002)Currency hedging with options…Export and hedging decisions under revenue and exchange rate risk: A note (1997)Export and hedging decisions …On the optimal hedge under unbiased futures prices (1995)On the optimal hedge under un…Indirect hedging of exchange rate risk (1995)Indirect hedging of exchange …Exchange rate uncertainty, futures markets and the multinational firm (1992)Exchange rate uncertainty, fu…Standard Risk Aversion (1991)Standard Risk AversionTheory of Financial Decision Making. (1988)Theory of Financial Decision …Expectation dependence of random variables, with an application in portfolio theory (1987)Expectation dependence of ran…Cross-hedging foreign currency risk (1987)Cross-hedging foreign currenc…International trade with forward-futures markets under exchange rate and price uncertainty (1986)International trade with forw…Optimal international hedging in commodity and currency forward markets (1985)Optimal international hedging…Cross Hedging (1981)Cross HedgingMultinational business finance (1973)Multinational business financeAspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Essays in the Theory of Risk-Bearing. (1972)Good News and Bad News: Representation Theorems and Applications (1981)Stochastic orders and their applications in financial optimization (1999)Mossin's Theorem Given Random Initial Wealth (2010)Review of Economic Studies (2010)Autocalibration and Tweedie-dominance for insurance pricing with machine learning (2021)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The relation between forward prices and futures prices (1981)Hedging foreign currency portfolios (1998)On the theory of the competitive firm under price uncertainty (1971)Precautionary saving under many risks (2013)The Effects of Changes in Risk on Risk Taking: A Survey (2013)Fractional Degree Stochastic Dominance (2020)Hedging and the Competitive Firm under Price Uncertainty (1979)Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)Economic exposure and integrated risk management (1998)Commodity futures markets: a survey (1999)International Trade and the Forward Exchange Market (2016)The Determinants of Firms' Hedging Policies (1985)Managerial discretion and optimal financing policies (1990)Export Flexibility And Currency Hedging* (2003)Spot‐futures spread, time‐varying correlation, and hedging with currency futures (2006)Cross hedging under multiplicative basis risk (2011)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)The Role of Social Capital in Financial Development (2004)Background Risk, Prudence, and the Demand for Insurance (1992)The Design of an Optimal Insurance Policy (1992)The Demand for Flood Insurance: Empirical Evidence (2000)Hedging Performance and Basis Risk in Stock Index Futures (1984)Estimating time‐varying optimal hedge ratios on futures markets (1991)Currency Hedging for International Portfolios (1993)Evolution in dynamic linkages across daily national stock indexes (1991)What makes and what does not make a real option? A study of equity shares in international joint ventures (2009)Determinants of foreign direct investment in fast-growing economies: evidence from the BRICS and MINT countries (2018)
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References

  • 1988Theory of Financial Decision Making.1,867 cited
  • 1991Standard Risk Aversion851 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1973Multinational business finance336 cited
  • 1981Cross Hedging283 cited
  • 1986International trade with forward-futures markets under exchange rate and price uncertainty161 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 1987Expectation dependence of random variables, with an application in portfolio theory83 cited
  • 2003Cross-Hedging with Currency Options and Futures80 cited
  • 2010The demand for a risky asset in the presence of a background risk75 cited
  • 1995On the optimal hedge under unbiased futures prices72 cited
  • 1987Cross-hedging foreign currency risk65 cited
  • 1995Indirect hedging of exchange rate risk64 cited
  • 1992Exchange rate uncertainty, futures markets and the multinational firm62 cited
  • 1997Export and hedging decisions under revenue and exchange rate risk: A note59 cited
  • 2002Currency hedging with options and futures

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