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Volumn 2, Issue 3, 1996, Pages 263-271

Using futures contracts for corporate hedging: The problem of expiry and a possible solution

Author keywords

Futures; G13; Hedging; Innovation; Rollover

Indexed keywords


EID: 0002284761     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.1996.tb00043.x     Document Type: Article
Times cited : (3)

References (7)
  • 3
    • 84993843447 scopus 로고
    • Risk management: Coordinating corporate investment and financing policies
    • Froot, Kenneth A., Scharfstein, D. S. and Stein, J. C., ‘Risk management: Coordinating corporate investment and financing policies’, Journal of Finance, Vol. 48, No. 5, 1993, pp. 1629–58.
    • (1993) Journal of Finance , vol.48 , Issue.5 , pp. 1629-1658
    • Froot, K.A.1    Scharfstein, D.S.2    Stein, J.C.3
  • 4
    • 84993908963 scopus 로고
    • On the determinants of corporate hedging
    • Nance, Deana R., Smith, C. W. and Smithson, C. W., ‘On the determinants of corporate hedging’, Journal of Finance, Vol. 48, No. 1, 1993, pp. 267–84.
    • (1993) Journal of Finance , vol.48 , Issue.1 , pp. 267-284
    • Nance, D.R.1    Smith, C.W.2    Smithson, C.W.3
  • 6
    • 11544352884 scopus 로고
    • City Research Project Report XVII (, Corporation of London
    • Raybould, J., ‘London's futures exchanges’, City Research Project Report XVII (Corporation of London, 1994).
    • (1994) London's futures exchanges
    • Raybould, J.1
  • 7
    • 84993912294 scopus 로고
    • Measuring asset values for cash settlement in derivative markets: Hedonic repeated measure indices and perpetual futures
    • Shiller, Robert J., ‘Measuring asset values for cash settlement in derivative markets: Hedonic repeated measure indices and perpetual futures’, Journal of Finance, Vol. 48, No. 3, 1993, pp. 911–31.
    • (1993) Journal of Finance , vol.48 , Issue.3 , pp. 911-931
    • Shiller, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.