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Volumn 41, Issue 7, 1997, Pages 1421-1426

Export and hedging decisions under revenue and exchange rate risk: A note

Author keywords

Exchange rate risk; Forward markets; Hedging; Prudence; Revenue risk

Indexed keywords


EID: 0001017125     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(96)00029-3     Document Type: Article
Times cited : (36)

References (11)
  • 1
    • 0002413271 scopus 로고
    • Optimal currency hedging, export, and production in the presence of idiosyncratic risk
    • Adam-Müller, A.F.A., 1993, Optimal currency hedging, export, and production in the presence of idiosyncratic risk, Swiss Journal of Economics and Statistics 129, 197-208.
    • (1993) Swiss Journal of Economics and Statistics , vol.129 , pp. 197-208
    • Adam-Müller, A.F.A.1
  • 4
    • 0000481829 scopus 로고
    • Hedging and the competitive firm under price uncertainty
    • Holthausen, D.M., 1979, Hedging and the competitive firm under price uncertainty, American Economic Review 69, 989-995.
    • (1979) American Economic Review , vol.69 , pp. 989-995
    • Holthausen, D.M.1
  • 5
    • 84963109021 scopus 로고
    • A symposium on the theory of the forward market
    • Kaldor, N., 1940, A symposium on the theory of the forward market, Review of Economic Studies 7, 196-201.
    • (1940) Review of Economic Studies , vol.7 , pp. 196-201
    • Kaldor, N.1
  • 6
    • 38249041609 scopus 로고
    • International trade with forward-futures markets under exchange rate and price uncertainty
    • Kawai, M. and I. Zilcha, 1986, International trade with forward-futures markets under exchange rate and price uncertainty, Journal of International Economics 20, 83-98.
    • (1986) Journal of International Economics , vol.20 , pp. 83-98
    • Kawai, M.1    Zilcha, I.2
  • 7
    • 0002541131 scopus 로고
    • Precautionary saving in the small and in the large
    • Kimball, M.S., 1990, Precautionary saving in the small and in the large, Econometrica 58, 53-73.
    • (1990) Econometrica , vol.58 , pp. 53-73
    • Kimball, M.S.1
  • 8
    • 0000211703 scopus 로고
    • Standard risk aversion
    • Kimball, M.S., 1993, Standard risk aversion, Econometrica 61, 589-611.
    • (1993) Econometrica , vol.61 , pp. 589-611
    • Kimball, M.S.1
  • 9
    • 0002892126 scopus 로고
    • Optimal hedging under price and quantity uncertainty: The case of a cocoa producer
    • Rolfo, J., 1980, Optimal hedging under price and quantity uncertainty: The case of a cocoa producer, Journal of Political Economy 88, 100-116.
    • (1980) Journal of Political Economy , vol.88 , pp. 100-116
    • Rolfo, J.1
  • 10
    • 0002083893 scopus 로고
    • On the theory of the competitive firm under price uncertainty
    • Sandmo, A., 1971, On the theory of the competitive firm under price uncertainty, American Economic Review 61, 65-73.
    • (1971) American Economic Review , vol.61 , pp. 65-73
    • Sandmo, A.1
  • 11
    • 44049114206 scopus 로고
    • Optimal hedging by firms with multiple sources of risky revenues
    • Zilcha, I. and U. Broll, 1992, Optimal hedging by firms with multiple sources of risky revenues, Economics Letters 39, 473-477.
    • (1992) Economics Letters , vol.39 , pp. 473-477
    • Zilcha, I.1    Broll, U.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.