Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal hedging of uncertain and long-term foreign exchange exposure

8 references·6 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
1979The Hedging Performance of the New Futures Markets1,566 cited
1968Optimal Multiperiod Portfolio Policies779 cited
1979Hedging and the Competitive Firm under Price Uncertainty390 cited
1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings75 cited
1981Management of Foreign Exchange Risk: A Review Article67 cited
1976Finance as a Dynamic Process65 cited

Cited by

2000The motivation for hedging revisited36 cited
2000Normal backwardation is normal35 cited
1997International equity investment with selective hedging strategies32 cited
1993Currency Options and the Optimal Hedging of Contingent Foreign Exchange Exposure30 cited
2005Treasury Management Model with Foreign Exchange Exposure27 cited
2004Optimal bidding and hedging in international markets19 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work