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Management of foreign exchange risk
8 references·2 citing·41 second hop
Management of foreign exchange risk (1982)Management of foreign exchange riskInflation, Relative Price Changes, and Exchange Risk (1980)Inflation, Relative Price Cha…Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings (1979)Currency Option Bonds, Puts a…The impact of statement of financial accounting standards no. 8 on the foreign exchange risk management practices of American multinationals : an economic impact study (1978)The impact of statement of fi…Price Level Variations as Predictors of Flexible Exchange Rates (1977)Price Level Variations as Pre…Sharing rules and equilibrium in an international capital market under uncertainty (1976)Sharing rules and equilibrium…The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The Random Behavior of Flexib…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems (1968)An Empirical Study of the For…Discrete exchange rate hedging strategies (1995)Discrete exchange rate hedgin…Operating Income, Exchange Rate Changes, and the Value of the Firm: An Empirical Analysis (1994)Operating Income, Exchange Ra…International Portfolio Choice and Corporation Finance: A Synthesis (1983)Exposure to Currency Risk: Definition and Measurement (1984)The Exchange-Rate Exposure of U.S. Multinationals (1990)Scale economies in hedging foreign exchange cash flow exposures (2004)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Currency Risk and Relative Price Risk (1984)The Effects of a Firm's Investment and Financing Decisions on the Welfare of its Security Holders (2007)The short-run price performance of initial public offerings in Hong Kong: New evidence (2010)Théorie de la spéculation (1900)Time Series Analysis: Forecasting and Control (1977)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)The behavior of intra-daily exchange rates (1985)International Relationship Marketing: Intellectual Foundations and Avenues for Further Research (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Commodity futures markets: a survey (1999)Common Factors and Local Factors: Implications for Term Structures and Exchange Rates (2004)Theory of rational option pricing (2005)A Survey of Emerging Derivatives Markets (2008)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Determinants of corporate borrowing (1977)Managerial discretion and optimal financing policies (1990)The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Chapter 15 The specification and influence of asset markets (1985)Some tests of international equity integration (1988)Modern Investment Management: An Equilibrium Approach (2003)The Behavior of Stock-Market Prices (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations (1977)Management of Foreign Exchange Risk: A Review Article (1981)The effectiveness of arbitrage and speculation in the crude oil futures market (1995)Predicting currency return volatility (1989)The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests (1994)Currency Swaps and International Real Estate Investment (1997)Foreign Exchange Gains and Losses: Impact on Reported Earnings (1982)Do Managers Believe the Efficient Market Hypothesis? Additional Evidence (1985)Foreign currency translation and analyst forecast dispersion: Examining the effects of statement of financial accounting standards no. 52 (1990)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited
  • 1975The Random Behavior of Flexible Exchange Rates: Implications for Forecasting145 cited
  • 1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings75 cited
  • 1968An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems61 cited
  • 1977Price Level Variations as Predictors of Flexible Exchange Rates46 cited
  • 1978The impact of statement of financial accounting standards no. 8 on the foreign exchange risk management practices of American multinationals : an economic impact study30 cited
  • 1980Inflation, Relative Price Changes, and Exchange Risk20 cited

Cited by

  • 1994Operating Income, Exchange Rate Changes, and the Value of the Firm: An Empirical Analysis36 cited
  • 1995Discrete exchange rate hedging strategies23 cited

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