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Hedging price risk when real wealth matters
15 references·3 citing·46 second hop
Hedging price risk when real wealth matters (2000)Hedging price risk when real wealth matte…Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk (1998)Who Buys and Who Sells Option…Export and hedging decisions under revenue and exchange rate risk: A note (1997)Export and hedging decisions …Indirect hedging of exchange rate risk (1995)Indirect hedging of exchange …Optimal hedging in a futures market with background noise and basis risk (1993)Optimal hedging in a futures …Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Why Don't the Prices of Stocks and Bonds Move Together? (1986)Why Don't the Prices of Stock…Optimal international hedging in commodity and currency forward markets (1985)Optimal international hedging…Optimal hedging in the futures market under price uncertainty (1983)Optimal hedging in the future…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…Cross Hedging (1981)Cross HedgingHedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive F…Information, futures prices, and stabilizing speculation (1978)Information, futures prices, …Risk Aversion and Consumer Preferences (1977)Risk Aversion and Consumer Pr…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Hedging and the competitive firm under correlated price and background risk (2012)Hedging and the competitive f…Production and hedging under state‐dependent preferences (2011)Production and hedging under …Optimal bidding and hedging in international markets (2004)Optimal bidding and hedging i…Asset Prices in an Exchange Economy (1978)Intertemporal Substitution in Consumption (1981)Stock prices under time-varying dividend risk (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence (2008)Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015)On the theory of the competitive firm under price uncertainty (1971)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Managerial Risk Preferences for Below-Target Returns (1980)International trade and exchange rate volatility (1992)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Expectations and the neutrality of money (1972)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Further results on the informational efficiency of competitive stock markets (1978)Asset Valuation in an Experimental Market (1982)International Commodity Agreements: An obituary notice (1996)The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Speculation in Commodity Futures (1976)The Hedging Performance of the New Futures Markets (1979)RELAXING THE ASSUMPTIONS OF MINIMUM-VARIANCE HEDGING (1996)Hedging Multiple Price Uncertainty in International Grain Trade (2000)Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach (2002)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)Risk Aversion in the Small and in the Large (1964)The Determinants of Firms' Hedging Policies (1985)Optimal risk sharing with background risk (2005)The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion (2007)Capital expenditures, financial constraints, and the use of options☆ (2009)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)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)
this work references cited by second hop

References

  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
  • 1981Cross Hedging283 cited
  • 1986Why Don't the Prices of Stocks and Bonds Move Together?167 cited
  • 1998Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk127 cited
  • 1983Optimal hedging in the futures market under price uncertainty103 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 1977Risk Aversion and Consumer Preferences81 cited
  • 1993Optimal hedging in a futures market with background noise and basis risk70 cited
  • 1995Indirect hedging of exchange rate risk64 cited
  • 1997Export and hedging decisions under revenue and exchange rate risk: A note59 cited

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  • 2004Optimal bidding and hedging in international markets19 cited
  • 2011Production and hedging under state‐dependent preferences17 cited
  • 2012Hedging and the competitive firm under correlated price and background risk15 cited