SZodixStudyAcademic Library

Shelves Open access

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

Foreign Exchange Hedging and the Interest Rate Defense · Study

ArticleShelves

ArticleForeign Exchange Hedging and the Interest Rate Defense

Peter M. Garber1995

Article1995

Foreign Exchange Hedging and the Interest Rate Defense

Peter M. Garber · Michael G. Spencer

37 citations·0/0 files stored·Staff Papers

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Global Financial Crisis and Policies Monetary Policy and Economic Impact Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 1990Pricing foreign currency options with stochastic volatility 1990Market Liquidity, Hedging, and Crashes 1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies 1983The pricing of call and put options on foreign exchange 1993Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns 1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings 1993Realignment Risk and Currency Option Pricing in Target Zones

Cited by

2008Consequences of Liberalizing Derivatives Markets 2007Brazil's Derivatives Markets: Hedging, Central Bank Intervention and Regulation 1998Transparency in Central Bank Operations in the Foreign Exchange Market

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Common Factors and Local Factors: Implications for Term Structures and Exchange Ratesarticle · 3 shared references 2004The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economicsarticle · 2 shared references 2004Liquidity and Financial Market Runsarticle · 2 shared references 199520 Testing option pricing modelschapter · 2 shared references 1991Sunshine Trading and Financial Market Equilibriumarticle · 2 shared references 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysisarticle · 2 shared references

Details

Year1995

Typearticle

Published1995-09-01

VenueStaff Papers

ISSN-L0020-8027

Languageen

Citations37

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

Identifiers

doi10.2307/3867530

openalex_workW2090263159

Links

Imported from OpenAlex (CC0) — nothing here is generated.