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Erroneous and Valid Reasons for Hedging Foreign Exchange Rate Exposure
3 references·1 citing·23 second hopsampled
Erroneous and Valid Reasons for Hedging Foreign Exchange Rate Exposure (2008)Erroneous and Valid Reasons for Hedging F…The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach (1988)The Forward Rate as a Predict…Tests of rational expectations and no risk premium in forward exchange markets (1984)Tests of rational expectation…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …Managing Foreign Exchange Rate Economic Exposure (1994)Managing Foreign Exchange Rat…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Empirical exchange rate models of the seventies (1983)Forward and spot exchange rates (1984)Do foreign institutional investors destabilize China’s A-share markets? (2009)Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets (2021)How puzzling is the forward premium puzzle? A meta-analysis (2021)Multinational business finance (1973)Competitive Strategy: Techniques for Analyzing Industries and Competitors (1980)On the Determinants of Corporate Hedging (1993)Foreign Exchange Risk Management — The Paradox (1997)Foreign exchange risk management: a case in the mining industry (2003)The Exchange Rate Exposure Puzzle (2005)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Asset Prices in an Exchange Economy (1978)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2013)An equilibrium model of the international capital market (1974)The "Speculative Efficiency" Hypothesis (1981)Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approach (1987)Tests of international CAPM with time‐varying covariances (1989)Rationality of survey data and tests for market efficiency in the foreign exchange markets (1992)
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References

  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1984Tests of rational expectations and no risk premium in forward exchange markets151 cited
  • 1988The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach81 cited

Cited by

  • 1994Managing Foreign Exchange Rate Economic Exposure27 cited

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