Market structure and multiperiod hedging

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

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Abstract / Bemerkung
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.
Erscheinungsjahr
Zeitschriftentitel
International Review of Economics and Finance
Band
9
Zeitschriftennummer
4
Seite
291-298
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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. doi:10.1016/S1059-0560(00)00056-3
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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