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Market structure and multiperiod hedging
8 references·0 citing·33 second hop
Market structure and multiperiod hedging (2000)Market structure and multiperiod hedgingExports and Indirect Hedging of Foreign Currency Risk (1999)Exports and Indirect Hedging …Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Optimal hedging by firms with multiple sources of risky revenues (1992)Optimal hedging by firms with…Exporting firm and forward markets: the multiperiod case (1991)Exporting firm and forward ma…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…Information, futures prices, and stabilizing speculation (1978)Information, futures prices, …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)Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)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)Indirect hedging of exchange rate risk (1995)Hedging foreign currency portfolios (1998)Hedging and the Competitive Firm under Price Uncertainty (1979)Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)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)International Trade and the Forward Exchange Market (2016)On the theory of the competitive firm under price uncertainty (1971)Channel Contract Behavior: The Role of Risk Attitudes, Risk Perceptions, and Channel Members' Market Structures (2003)Theory of the Firm Facing Uncertain Demand (1972)Hedging exchange rate risk: The multiperiod case (1999)Optimal bidding and hedging in international markets (2004)Transparency in the Foreign Exchange Market and the Volume of International Trade (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)The dark side of diversification: The case of US financial holding companies (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)
this work references cited by second hop

References

  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1986International trade with forward-futures markets under exchange rate and price uncertainty161 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 1992Optimal hedging by firms with multiple sources of risky revenues25 cited
  • 1991Exporting firm and forward markets: the multiperiod case25 cited
  • 1999Exports and Indirect Hedging of Foreign Currency Risk12 cited

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