Market structure and multiperiod hedging

Eckwert B, Broll U (2000)
International Review of Economics and Finance 9(4): 291-298.

Journal Article | Published | English

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This paper develops a multiperiod hedging model for a competitive risk-averse international firm. We study the optimal sequential hedging strategy and analyze the impact of the structure of available risk sharing markets on the firm's export decision. As a main result, we find that the number of risk sharing markets critically affects the export level while the timing of these markets is inconsequential.
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Eckwert B, Broll U. Market structure and multiperiod hedging. International Review of Economics and Finance. 2000;9(4):291-298.
Eckwert, B., & Broll, U. (2000). Market structure and multiperiod hedging. International Review of Economics and Finance, 9(4), 291-298.
Eckwert, B., and Broll, U. (2000). Market structure and multiperiod hedging. International Review of Economics and Finance 9, 291-298.
Eckwert, B., & Broll, U., 2000. Market structure and multiperiod hedging. International Review of Economics and Finance, 9(4), p 291-298.
B. Eckwert and U. Broll, “Market structure and multiperiod hedging”, International Review of Economics and Finance, vol. 9, 2000, pp. 291-298.
Eckwert, B., Broll, U.: Market structure and multiperiod hedging. International Review of Economics and Finance. 9, 291-298 (2000).
Eckwert, Bernhard, and Broll, Udo. “Market structure and multiperiod hedging”. International Review of Economics and Finance 9.4 (2000): 291-298.
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