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Does centralisation of FX derivative usage impact firm value?
Jankensgård, Håkan - In: European financial management : the journal of the … 21 (2015) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10010516671
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The dynamics of foreign exchange derivative use in China
Sun, Yidi; Morley, Bruce - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18
Chinese firms, following their regulatory changes in the derivative markets. The original contributions to this literature … probability approach. The results suggest the main determinants of derivative use are the overseas trade conducted by these firms …
Persistent link: https://www.econbiz.de/10012622444
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Aggregate income risks and hedging mechanisms
Shiller, Robert J. - 1993
Persistent link: https://www.econbiz.de/10000883175
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Indirect hedging of foreign currency exposure
Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994
Persistent link: https://www.econbiz.de/10000885071
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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Hedging our futures : regulating the derivative markets
Kelly, Ruth; Hudson, Alastair - 1994
Persistent link: https://www.econbiz.de/10000896696
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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Low margins, derivative securities, and volatility
Gennotte, Gerard; Leland, Hayne Ellis - 1993
Persistent link: https://www.econbiz.de/10000859587