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Cross hedging under multiplicative basis risk
16 references·3 citing·48 second hop
Cross hedging under multiplicative basis risk (2011)Cross hedging under multiplicative basis …Downside Risk (2006)Downside RiskDo Firms Hedge in Response to Tax Incentives? (2002)Do Firms Hedge in Response to…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…The Economics of Risk and Time (2001)The Economics of Risk and TimeAsymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Tax Incentives to Hedge (1999)Tax Incentives to Hedge1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms (1998)1998 Wharton Survey of Financ…Corporate Incentives for Hedging and Hedge Accounting (1995)Corporate Incentives for Hedg…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Managerial discretion and optimal financing policies (1990)Managerial discretion and opt…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Theory of Financial Decision Making. (1988)Theory of Financial Decision …The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Optimal Hedging Policies (1984)Optimal Hedging PoliciesProfit margin hedging in the New Zealand dairy farming industry (2021)Profit margin hedging in the …Risk management of innovative Russian companies in the context of interregional integration (2019)Risk management of innovative…The Impact of Regret on Exports (2015)The Impact of Regret on Expor…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Firms, Contracts, and Financial Structure (1995)A Survey of Corporate Governance (1997)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Expected Stock Returns and Variance Risk Premia (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Integration and Contagion (2005)Determinants of corporate borrowing (1977)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)Prospect Theory: An Analysis of Decision under Risk (1979)The Cross-Section of Expected Stock Returns (1992)Carry Trades and Global Foreign Exchange Volatility (2012)Tail Risk and Asset Prices (2014)Replicating Anomalies (2018)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)
this work references cited by second hop

References

  • 1990Managerial discretion and optimal financing policies3,679 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 2006Downside Risk1,039 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 1984Optimal Hedging Policies939 cited
  • 2002Do Firms Hedge in Response to Tax Incentives?923 cited
  • 1995Corporate Incentives for Hedging and Hedge Accounting762 cited
  • 19981998 Wharton Survey of Financial Risk Management by US Non-Financial Firms552 cited
  • 1999Tax Incentives to Hedge433 cited

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Cited by

  • 2019Risk management of innovative Russian companies in the context of interregional integration17 cited
  • 2021Profit margin hedging in the New Zealand dairy farming industry17 cited
  • 2015The Impact of Regret on Exports2 cited