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Export and hedging decision with state-dependent utility
11 references·1 citing·41 second hop
Export and hedging decision with state-dependent utility (1998)Export and hedging decision with state-de…Cross‐Hedging of Exchange‐Rate Risk (1996)Cross‐Hedging of Exchange‐Rat…Indirect hedging of exchange rate risk (1995)Indirect hedging of exchange …The Derived Demand with Hedging Cost Uncertainty in the Futures Markets (1992)The Derived Demand with Hedgi…Characterizing the efficient set when preferences are state-dependent (1987)Characterizing the efficient …International trade with forward-futures markets under exchange rate and price uncertainty (1986)International trade with forw…Decision Making Under Uncertainty: The Case of State-Dependent Preferences. (1986)Decision Making Under Uncerta…Optimal international hedging in commodity and currency forward markets (1985)Optimal international hedging…Decision Making Under Uncertainty (1985)Decision Making Under Uncerta…Risk Aversion for State-Dependent Utility Functions: Measurement and Applications (1983)Risk Aversion for State-Depen…Cross Hedging (1981)Cross HedgingInformation, futures prices, and stabilizing speculation (1978)Information, futures prices, …Production decisions in the presence of options (2002)Production decisions in the p…Expectations and the neutrality of money (1972)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Asset Prices in an Exchange Economy (1978)Futures-Trading Activity and Stock Price Volatility (1992)Do ETFs Increase Volatility? (2014)Export as an Option (1999)Exports and Indirect Hedging of Foreign Currency Risk (1999)Cross Hedging with Currency Forward Contracts (2012)International Trade and the Forward Exchange Market (2016)Competitive Firm and the Theory of Input Demand under Price Uncertainty (1974)Hedging and the Competitive Firm under Price Uncertainty (1979)Import and hedging uncertainty in international trade (1995)An empirical test of the effect of basis risk on cash market positions (1996)Production decisions under joint price and production uncertainty (2008)Risk Aversion in the Small and in the Large (1964)Increases in risk and in risk aversion (1974)Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)CONSUMER WILLINGNESS TO PAY FOR REDUCTIONS IN THE RISK OF FOOD POISONING IN THE UK (1996)A Preference Regime Model of Bull and Bear Markets (2000)The Value of a Statistical Life Under Ambiguity Aversion (2008)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)Exchange rate uncertainty, futures markets and the multinational firm (1992)Hedging foreign currency portfolios (1998)Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Multiple Currencies and Hedging (1999)A Survey of Emerging Derivatives Markets (2008)Cross hedging under multiplicative basis risk (2011)Exchange Rate Volatility and International Trade (1999)A New Look at Exchange Rate Volatility and Trade Flows (2004)Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies (2010)Non-Expected Utility and The Robustness of the Classical Insurance Paradigm (1995)Dynamic Decision Making when Risk Perception Depends on Past Experience (2007)DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (2008)Bivariate garch estimation of the optimal commodity futures Hedge (1991)How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1 (1998)Hedging Pressure Effects in Futures Markets (2000)Aggregate and distributional effects of fair social security (1989)Fuzzy logic-based generalized decision theory with imperfect information (2011)The (sub-)optimality of the majority rule (2011)
this work references cited by second hop

References

  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1981Cross Hedging283 cited
  • 1986International trade with forward-futures markets under exchange rate and price uncertainty161 cited
  • 1985Decision Making Under Uncertainty134 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 1983Risk Aversion for State-Dependent Utility Functions: Measurement and Applications84 cited
  • 1995Indirect hedging of exchange rate risk64 cited
  • 1992The Derived Demand with Hedging Cost Uncertainty in the Futures Markets35 cited
  • 1986Decision Making Under Uncertainty: The Case of State-Dependent Preferences.33 cited
  • 1996Cross‐Hedging of Exchange‐Rate Risk16 cited
  • 1987Characterizing the efficient set when preferences are state-dependent4 cited

Cited by

  • 2002Production decisions in the presence of options16 cited

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