CAPITAL-MARKETS, THE SEPARATION PROPERTY AND HEDGING

DC FieldValueLanguage
dc.contributor.authorBROLL, U
dc.contributor.authorZILCHA, I
dc.date.accessioned2021-12-23T16:08:44Z-
dc.date.available2021-12-23T16:08:44Z-
dc.date.issued1994
dc.identifier.issn01651765
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/8427-
dc.description.abstractWe consider a risk-averse firm facing exchange rate and interest rate uncertainty. When international capital markets are accessible the separation property holds. However, these hedging instruments are not equivalent to creating missing interest rate futures markets.
dc.language.isoen
dc.publisherELSEVIER SCIENCE SA LAUSANNE
dc.relation.ispartofECONOMICS LETTERS
dc.subjectBusiness & Economics
dc.subjectEconomics
dc.subjectFIRM
dc.subjectFUTURES MARKETS
dc.subjectPRICE UNCERTAINTY
dc.titleCAPITAL-MARKETS, THE SEPARATION PROPERTY AND HEDGING
dc.typejournal article
dc.identifier.doi10.1016/0165-1765(93)00312-C
dc.identifier.isiISI:A1994NG45300028
dc.description.volume44
dc.description.issue1-2
dc.description.startpage165
dc.description.endpage168
dc.publisher.placePO BOX 564, 1001 LAUSANNE 1, SWITZERLAND
dcterms.isPartOf.abbreviationEcon. Lett.
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