EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK

DOI10.1111/BOER.12016zbMATH Open1329.91084OpenAlexW1833961605MaRDI QIDQ3466901FDOQ3466901

Authors: Kit Pong Wong 

Publication date: 25 January 2016

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/220230

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zbMATH Keywords

prudenceexportsfutures hedgingmultiple sources of uncertainty

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Cites Work

• The economics of risk and time
• Risk Aversion in the Small and in the Large
• Standard Risk Aversion
• Risk management: coordinating corporate investment and financing policies
• How firms should hedge
• Credit rationing or entrepreneurial risk aversion? A comment

Cited In (10)

• Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm
• Liquidity constrained exporters and trade
• Trade and currency options hedging model
• Export and strategic currency hedging
• How firms should hedge
• Dynamic currency futures and options hedging model
• Exchange rate risk and the impact of regret on trade
• Production and hedging under correlated price and background risks
• Managing revenue risk of the firm: commodity futures and options
• Hedging and the competitive firm under correlated price and background risk

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