OPTIMAL HEDGING OF UNCERTAIN AND LONG-TERM FOREIGN-EXCHANGE EXPOSURE

被引：20

作者：

EAKER, MR

GRANT, D

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

[2] N CAROLINA STATE UNIV, RALEIGH, NC 27695 USA

来源：

JOURNAL OF BANKING & FINANCE | 1985年 / 9卷 / 02期

关键词：

D O I：

10.1016/0378-4266(85)90019-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：221 / 231

页数：11

共 50 条

[31] MISSPECIFICATION AND THE PRICING AND HEDGING OF LONG-TERM FOREIGN-CURRENCY OPTIONS
MELINO, A
TURNBULL, SM
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1995, 14 (03) : 373 - 393
[32] Causes and Consequences of Emerging Market Central Banks' Long-Term Foreign Exchange Exposure
Mandel, Martin
Tomsik, Vladimir
EASTERN EUROPEAN ECONOMICS, 2013, 51 (04) : 26 - 49
[33] SHORT-TERM RESPONSES TO THE FOREIGN-EXCHANGE CRISIS
LEVY, S
TRIMESTRE ECONOMICO, 1987, 54 (214): : 333 - 375
[34] THE OPTIMAL MIX OF WAGE INDEXATION AND FOREIGN-EXCHANGE MARKET INTERVENTION
DEVEREUX, M
JOURNAL OF MONEY CREDIT AND BANKING, 1988, 20 (03) : 381 - 392
[35] Hedging Long-Term Liabilities*
Quaedvlieg, Rogier
Schotman, Peter
JOURNAL OF FINANCIAL ECONOMETRICS, 2022, 20 (03) : 505 - 538
[36] MANAGING FOREIGN-EXCHANGE EXPOSURE - DRURY,DH, ERRUNZA,VR
RADEBAUGH, LH
ACCOUNTING REVIEW, 1986, 61 (03): : 556 - 557
[37] THEORY OF OPTIMAL FOREIGN-EXCHANGE RESERVES IN A DEVELOPING-COUNTRY
WORRELL, D
SOCIAL AND ECONOMIC STUDIES, 1976, 25 (03) : 259 - 279
[38] ESTIMATION OF FOREIGN-EXCHANGE EXPOSURE - AN APPLICATION TO MINING COMPANIES IN AUSTRALIA
KHOO, A
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1994, 13 (03) : 342 - 363
[39] FOREIGN-EXCHANGE EXPOSURE MANAGEMENT - A PORTFOLIO APPROACH - SOENEN,LA
BERGENDAHL, G
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1981, 8 (01) : 91 - 92
[40] OPTIMAL FINANCIAL AND FOREIGN-EXCHANGE LIBERALIZATION OF LESS DEVELOPED ECONOMIES
KAPUR, BK
QUARTERLY JOURNAL OF ECONOMICS, 1983, 98 (01): : 41 - 62

← 1 2 3 4 5 →