CROSS-HEDGING FOREIGN-CURRENCY RISK

被引：19

作者：

EAKER, MR ^{[1
]}

GRANT, DM ^{[1
]}

机构：

[1] UNIV NEW MEXICO,ANDERSON SCH MANAGEMENT,ALBUQUERQUE,NM 87131

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1987年 / 6卷 / 01期

关键词：

D O I：

10.1016/0261-5606(87)90015-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：85 / 105

页数：21

共 15 条

[1] CROSS HEDGING [J].

ANDERSON, RW ;

DANTHINE, JP .

JOURNAL OF POLITICAL ECONOMY, 1981, 89 (06) :1182-1196

[2] HEDGING AND JOINT PRODUCTION - THEORY AND ILLUSTRATIONS [J].

ANDERSON, RW ;

DANTHINE, JP .

JOURNAL OF FINANCE, 1980, 35 (02) :487-498

[3]

BARNEA A, 1985, ADV FINANCIAL PLANNI, V1, P1

[4] THE HEDGING EFFECTIVENESS OF CURRENCY FUTURES MARKETS [J].

DALE, C .

JOURNAL OF FUTURES MARKETS, 1981, 1 (01) :77-88

[5] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

JOURNAL OF FINANCE, 1979, 34 (01) :157-170

[6] STABILITY AND THE HEDGING PERFORMANCE OF FOREIGN-CURRENCY FUTURES [J].

GRAMMATIKOS, T ;

SAUNDERS, A .

JOURNAL OF FUTURES MARKETS, 1983, 3 (03) :295-305

[7]

HILL J, 1982, J FINANC RES, V5, P95

[8]

Johnston J., 1972, ECONOMETRIC METHODS, V2nd edn

[9]

Kogut B., 1983, MULTINATIONAL CORPOR

[10] PORTFOLIO THEORY AND PROBLEM OF FOREIGN-EXCHANGE RISK [J].

MAKIN, JH .

JOURNAL OF FINANCE, 1978, 33 (02) :517-534

← 1 2 →