EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK

DOI10.1111/BOER.12016MaRDI QIDQ3466901zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

prudenceexportsfutures hedgingmultiple sources of uncertainty

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Recommendations

• Export and strategic currency hedging
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• Multinationals, hedging, and capital structure under exchange rate uncertainty
• The optimal hedge ratio for uncertain multi-foreign currency cash flow
• Research on financial hedging decision based on exchange rate risk in transnational supply chain
• Exchange rate exposure and firm dynamics

Cites work

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

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
• Hedging and the competitive firm under correlated price and background risk
• Managing revenue risk of the firm: commodity futures and options

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