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Volumn 38, Issue 3, 2003, Pages 555-574

Cross-Hedging with Currency Options and Futures

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0141797532     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/4126731     Document Type: Article
Times cited : (44)

References (24)
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  • 2
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    • The Pricing of Options and Corporate Liabilities
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  • 3
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    • Bodnar, G.M.1    Gebhardt, G.2
  • 4
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    • 1995 Wharton Survey of Derivative Usage by U.S. Non-Financial Firms
    • Bodnar, G. M.; G. Hayt; and R. C. Marston. "1995 Wharton Survey of Derivative Usage by U.S. Non-Financial Firms." Financial Management, 25 (1996), 113-133.
    • (1996) Financial Management , vol.25 , pp. 113-133
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  • 5
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    • 1998 Wharton Survey of Financial Risk Management by U.S. Non-Financial Firms
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  • 10
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    • Risk Management: Coordinating Corporate Investment and Financing Policies
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  • 11
    • 0002108312 scopus 로고    scopus 로고
    • Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk
    • Franke, G.; R. C. Stapleton; and M. G. Subrahmanyam. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk. " Journal of Economic Theory, 82 (1998), 89-109.
    • (1998) Journal of Economic Theory , vol.82 , pp. 89-109
    • Franke, G.1    Stapleton, R.C.2    Subrahmanyam, M.G.3
  • 12
    • 0039973207 scopus 로고    scopus 로고
    • Asset Allocation and Derivatives
    • Haugh, M. B., and A. W. Lo. "Asset Allocation and Derivatives. " Quantitative Finance, 1 (2001), 45-72.
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    • Haugh, M.B.1    Lo, A.W.2
  • 14
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    • Precautionary Saving in the Small and in the Large
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    • Standard Risk Aversion
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    • Tufano, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.