The minimum variance hedge and the bankruptcy risk of the firm

Review of Financial Economics

Volumn 12, Issue 3, 2003, Pages 315-326

  Hahnenstein, Lutz ^a   Röder, Klaus ^b  

^a IKB Deutsche Industriebank AG   (Germany)

^b UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

Bankruptcy; Corporate hedging; Default risk; Forward contracts; Risk management

Indexed keywords

EID: 0038119497     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(03)00036-3     Document Type: Article

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