This document has not been cited yet.

References contributed by ppa741-27316

1. Allayannis, George, and Eli Ofek, 2001, Exchange rate exposure, hedging, and the use of foreign currency derivatives, Journal of International Money and Finance 20, 273- 296.

2. Allayannis, George, and James P. Weston, 2001, The use of foreign currency derivatives and firm market value, Review of Financial Studies 14, pp. 243-276.

3. Allayannis, Yiorgos, Gregory Brown, and Leora Klapper, 2003, Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia, Journal of Finance 58, pp. 2667–2709.

4. Bank of International Settlements, BIS (2005). Quarterly Review on OTC Derivative Markets. Basel, Switzerland.
   Paper not yet in RePEc: Add citation now
   

5. Batini, N., 2002, Euro Area Inflation Persistence, ECB Working Paper No. 201, European Central Bank.

6. Bejarano, J., 2005, Estimación Estructural y Análisis de la Curva de Phillips Neokeynesiana para Colombia, ESPE, No, 48.

7. Blinder, A., Monetary Policy Today: Sixteen Questions and about Twelve Answers, paper presented at the conference Central Banks in the 21st Century, Madrid, June.
   Paper not yet in RePEc: Add citation now
   

8. Brauer, Jurgen, Alejandro Gomez-Sorzano, and Sankar Sethuraman, 2004, Decomposing violence: political murder in Colombia, 1946–1999, European Journal of Political Economy, Vol. 20 (2004), pp. 447–461.

9. Brown, Gregory W., 2001, Managing foreign exchange risk with derivatives, Journal of Financial Economics 60, pp. 401–448.

10. Chan-Lau, Jorge A., 2005, Hedging Foreign Exchange Risk in Chile: Markets and Instruments. IMF Working Paper No.05/37 (Washington: International Monetary Fund).

11. Clavijo, S., 2004, Monetary and Exchange Rate Policies in Colombia: Progress and Challenges, IMF Working Paper No. 166, International Monetary Fund.

12. Dodd, R. and Griffith-Jones, S., 2006, Report on Chile’s Derivatives Markets: Stabilizing or Speculative Impact. Special Policy Report No. 14. Financial Policy Forum, Derivatives Study Center.
    Paper not yet in RePEc: Add citation now
    
13. Dolde, Walter, 1995, Hedging, leverage, and primitive risk, Journal of Financial Engineering 4, pp. 187–216.
    Paper not yet in RePEc: Add citation now
    

14. Dominguez, Kathryn, and Linda Tesar, 2001, A reexamination of exchange rate exposure, American Economic Review: Papers and Proceedings.

15. Dornbusch, R. and Fischer, S., 1993, Moderate Inflation, The World Bank Economic Review, 7(1). European Central Bank, 2005, Inflation Persistence and Price Setting Behavior in the Euro Area. Mimeo.
    Paper not yet in RePEc: Add citation now
    

16. Echavarría, Juan José, Diego Vásquez, and Mauricio Villamizar, 2005, La Tasa de Cambio Real en Colombia. ¿Muy Lejos del Equilibrio? Borradores de Economía #337, (Bogotá, Colombia: Banco de la República).

17. Echeverry, Juan Carlos, and others, 2003, Dollar debt in Colombian firms: are sinners punished during devaluations? Emerging Markets Review, Vol. 4 No. 4, pp. 417– 449.

18. Froot, Kenneth A., David S. Scharfstein, and Jeremy C. Stein, 1993, Risk management: coordinating corporate investment and financing policies, Journal of Finance 48, pp. 1629–1657.

19. Gómez, J., 2006, La Política Monetaria en Colombia, (Bogotá, Colombia: Banco de la República).
    Paper not yet in RePEc: Add citation now
    
20. Gómez, J., 2006, La Política Monetaria en Colombia, Serie Borradores de Economía No [],(Bogotá, Colombia: Banco de la República).
    Paper not yet in RePEc: Add citation now
    

21. Gómez, J., and Julio, J.M., 2003, Transmission Mechanisms and Inflation Targeting: The Case of Colombia’s Disinflation, Revista de Análisis Económico, 18(2), 109-133.

22. Gómez, J., Uribe, J.D., and Vargas, H., 2002, The Implementation of Inflation Targeting in Colombia, Serie Borradores de Economía No 202, (Bogotá, Colombia: Banco de la República).

23. Gali, J. and Gertler, M., 1999, Inflation Dynamics: A Structural Econometrics Approach, Journal of Monetary Economics, 44(2), 195-222.

24. Gali, J., Gertler, M., and Lopez-Salido, D., 2005, Robustness of the Estimates of the Hybrid New Keynesian Phillips Curve. Mimeo.

25. Geczy, Christopher, Bernadette A.Minton, and Catherine Schrand, 1997, Why firms use currency derivatives, Journal of Finance 52, pp. 1323-1354.

26. Graham, John R., and Daniel A. Rogers, 2002, Do firms hedge in response to tax incentives? Journal of Finance 57, 815-838

27. Guay, Wayne, and S.P. Kothari, 2003, How much do firms hedge with derivatives? Journal of Financial Economics 70, 423-461.

28. Heston, Alan, Robert Summers, and Bettina Aten, 2002, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania (CICUP).
    Paper not yet in RePEc: Add citation now
    

29. Huertas Campos, Carlos, Consuelo Villalba Torres, and Julián Parra Polanía, 2003, Índice de Competitividad Colombiana con Terceros Países en el Mercado Estadounidense (ITCR-C), Borradores de Economía #273, (Bogotá, Colombia: Banco de la República).

30. Huertas, C., Jalil, M., Olarte, S., and Romero, J.V., 2005, Algunas Consideraciones sobre el Canal del Crédito y la Transmisión de Tasas de Interés en Colombia, Serie Borradores de Economía No 351, (Bogotá, Colombia: Banco de la República).

31. Lane, Philip R., and Gian Maria Milesi-Feretti, 2006, The External Wealth of Nations Mark II: Revised and Extended Estimates for Foreign Assets and Liabilities, 1970– 2004, IMF Working Paper No. 06/69 (Washington: International Monetary Fund).

32. Lima, Juan Manuel, Montes, Enrique, Varela, Carlos and Johannes Wiegand, 2005, Sectoral Balance Sheet Mismatches and Macroeconomic Vulnerabilities in Colombia, 1996– 2003, IMF Working Paper, forthcoming.

33. Mian, Shehzad L., 1996, Evidence on corporate hedging policy, Journal of Financial and Quantitative Analysis 31, 419-439.

34. Moguilllansky, Graciela, 2002, Non-Financial Corporate Risk Management and Exchange Rate Volatility in Latin America, Discussion Paper No. 2002/30, World Institute for Development Economics Research, United Nations University.
    Paper not yet in RePEc: Add citation now
    
35. Myers, S, 1977, Determinants of Corporate Hedging, Journal of Financial Economics, 5: 147–175.
    Paper not yet in RePEc: Add citation now
    

36. Nance, Deana, R., Clifford W Smith, Jr., and Charles W. Smithson, 1993, On the determinants of corporate hedging, Journal of Finance 48, pp. 267–284.

37. Oliveros Camacho, Hugo, and Carlos Huertas Campos, 2003, Desequilibrios Nominales y Reales del Tipo de Cambio en Colombia, Revista ESPE #43, (Bogotá, Colombia: Banco de la República).

38. Papaioannou, M. and Vicente, L., 2006, Developing Hedging Instruments. Mimeo. International Capital Markets Department. International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    
39. Purnanandam, Amiyatosh, 2004, Financial distress and corporate risk management: theory and evidence, unpublished manuscript.
    Paper not yet in RePEc: Add citation now
    

40. Smith, Clifford, and René Stulz, 1985, The determinants of firm’s hedging policies, Journal of Financial and Quantitative Analysis 48, pp. 391–405.

41. Uribe, J.D., 1994, Inflación Inercial, Tasa de Cambio y Anclas, Serie Borradores de Economía No 10, (Bogotá, Colombia: Banco de la República).

42. Velasco, A.M., 2005, Brecha del producto trimestral con una función de producción CobbDouglas. Mimeo. (Bogotá, Colombia: Banco de la República).
    Paper not yet in RePEc: Add citation now
    

1. On the determinants of speculation - a case for extended disclosures in corporate risk management. (2017). Hecht, Andreas .
   In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
   RePEc:zbw:hohdps:152017.

   Full description at Econpapers || Download paper

2. Hedging with Derivatives and Firm Value. (2015). Nova, Mariana Vila ; Brando, Elisio ; Cerqueira, Antonio Melo .
   In: FEP Working Papers.
   RePEc:por:fepwps:568.

   Full description at Econpapers || Download paper

3. Pricing-to-market, currency invoicing and exchange rate pass-through to producer prices. (2015). Tomlin, Ben ; Cao, Shutao ; Dong, Wei.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:58:y:2015:i:c:p:128-149.

   Full description at Econpapers || Download paper

4. Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
   In: Working Papers.
   RePEc:snb:snbwpa:2012-05.

   Full description at Econpapers || Download paper

5. The use of foreign currency derivatives, corporate governance, and firm value around the world. (2012). Lel, Ugur ; Miller, Darius P. ; Allayannis, George .
   In: Journal of International Economics.
   RePEc:eee:inecon:v:87:y:2012:i:1:p:65-79.

   Full description at Econpapers || Download paper

6. Currency hedging and corporate governance: A cross-country analysis. (2012). Lel, Ugur.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:2:p:221-237.

   Full description at Econpapers || Download paper

7. Market Instability and Revision Error in Risk Premium. (2011). .
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:17:y:2011:i:2:p:169-180.

   Full description at Econpapers || Download paper

8. Corporate derivatives use and the cost of equity. (2011). Lin, Chen-Miao ; Smith, Stephen D. ; Gay, Gerald D..
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506.

   Full description at Econpapers || Download paper

9. Exchange Rate Pass-Through and Exposure in the Turkish Economy. (2010). Toraganli, Nazli .
   In: Central Bank Review.
   RePEc:tcb:cebare:v:10:y:2010:i:1:p:47-69.

   Full description at Econpapers || Download paper

10. The Alleviation of Coordination Problems through Financial Risk Management. (2010). Garcia, René ; Boyer, Marcel.
    In: Cahiers de recherche.
    RePEc:mtl:montec:06-2010.

    Full description at Econpapers || Download paper

11. Firm-level exchange rate exposure in the Eurozone. (2010). Hutson, Elaine ; O'Driscoll, Anthony .
    In: International Business Review.
    RePEc:eee:iburev:v:19:y:2010:i:5:p:468-478.

    Full description at Econpapers || Download paper

12. Exchange rate exposure: A nonparametric approach. (2009). Guldi, Melanie ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2009-18.

    Full description at Econpapers || Download paper

13. Nonlinear Foreign Exchange Exposure: Evidence from Brazilian Companies. (2009). Rossi, Jose ; Rossi, Jose Luiz J., .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_189.

    Full description at Econpapers || Download paper

14. Does multinationality matter? Implications of operational hedging for the exchange risk exposure. (2009). Jiang, Cao ; Choi, Jongmoo Jay .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1973-1982.

    Full description at Econpapers || Download paper

15. Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures. (2009). faff, robert ; Au Yong, Hue Hwa ; Au Yong, Hue Hwa, ; Chalmers, Keryn.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:1:p:16-32.

    Full description at Econpapers || Download paper

16. Capital market response to emission rights returns: Evidence from the European power sector. (2009). Zimmermann, Jochen ; Veith, Stefan ; Werner, Jorg R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:605-613.

    Full description at Econpapers || Download paper

17. Foreign Currency Borrowing by Small Firms. (2009). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7540.

    Full description at Econpapers || Download paper

18. Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure. (2008). Guldi, Melanie ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2008-06.

    Full description at Econpapers || Download paper

19. Exchange Rate Exposure, Foreign Currency Debt and the Use of Derivatives: Evidence from Brazil. (2008). Junior, Jose L. R., .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_141.

    Full description at Econpapers || Download paper

20. Hedging and invoicing strategies to reduce exchange rate exposure - a euro-area perspective. (2008). Björn Döhring, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0299.

    Full description at Econpapers || Download paper

21. Why firms purchase property insurance. (2008). Ehling, Paul ; Aunon-Nerin, Daniel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:3:p:298-312.

    Full description at Econpapers || Download paper

22. Do investors value smooth performance?. (2008). Rountree, Brian ; Weston, James P. ; Allayannis, George .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:3:p:237-251.

    Full description at Econpapers || Download paper

23. Financial distress and corporate risk management: Theory and evidence. (2008). Purnanandam, Amiyatosh.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:3:p:706-739.

    Full description at Econpapers || Download paper

24. Hedging, financing, and investment decisions: Theory and empirical tests. (2008). Phillips, Richard ; Lin, Chen-Miao ; Smith, Stephen D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:8:p:1566-1582.

    Full description at Econpapers || Download paper

25. What lies beneath: Foreign exchange rate exposure, hedging and cash flows. (2008). Bartram, Söhnke.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:8:p:1508-1521.

    Full description at Econpapers || Download paper

26. Commodity betas with mean reverting output prices. (2008). Hong, Gwangheon ; Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1286-1296.

    Full description at Econpapers || Download paper

27. Asymmetric currency exposure and currency risk pricing. (2008). Tai, Chu-Sheng .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:4:p:647-663.

    Full description at Econpapers || Download paper

28. Corporate cash flow and stock price exposures to foreign exchange rate risk. (2007). Bartram, Söhnke.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:13:y:2007:i:5:p:981-994.

    Full description at Econpapers || Download paper

29. Family ownership, dual-class shares, and risk management. (2006). Holmen, Martin ; Hagelin, Niclas ; Pramborg, Bengt .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2006:i:3:p:283-301.

    Full description at Econpapers || Download paper

30. Measuring the economic importance of exchange rate exposure. (2006). Doidge, Craig ; Williamson, Rohan ; Griffin, John .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:550-576.

    Full description at Econpapers || Download paper

31. The impact of the introduction of the Euro on foreign exchange rate risk exposures. (2006). Karolyi, G. ; Bartram, Söhnke.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:519-549.

    Full description at Econpapers || Download paper

32. Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms. (2006). Verschoor, Willem ; Muller, Aline ; Verschoor, Willem F. C., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:495-518.

    Full description at Econpapers || Download paper

33. An Overview of the Literature about Derivatives. (2005). Oldani, Chiara.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0504004.

    Full description at Econpapers || Download paper

34. The Exchange Rate Exposure Puzzle. (2005). Bodnar, Gordon ; Bartram, Söhnke.
    In: MPRA Paper.
    RePEc:pra:mprapa:6482.

    Full description at Econpapers || Download paper

35. Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas. (2005). Hansen, Erwin ; Cowan, Kevin ; Erwin Hansen Author-X-Name_First: Erwin Author-X-N, ; Luis Oscar Herrera Author-X-Name_First: Luis Oscar, ; Kevin Cowan Author-X-Name_First: Kevin Author-X-Na, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4388.

    Full description at Econpapers || Download paper

36. Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations. (2005). Hansen, Erwin ; Cowan, Kevin ; Erwin Hansen Author-X-Name_First: Erwin Author-X-N, ; Luis Oscar Herrera Author-X-Name_First: Luis Oscar, ; Kevin Cowan Author-X-Name_First: Kevin Author-X-Na, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4387.

    Full description at Econpapers || Download paper

37. Hedging, financing, and investment decisions: a simultaneous equations framework. (2005). Lin, Chen-Miao ; Smith, Stephen D..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-05.

    Full description at Econpapers || Download paper

38. Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

    Full description at Econpapers || Download paper

39. A note on common methods used to estimate foreign exchange exposure. (2005). Martin, Anna D. ; Mauer, Laurence J..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:125-140.

    Full description at Econpapers || Download paper

40. What makes firms manage FX risk?. (2005). Sung, Taeyoon ; Kim, Woochan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:3:p:263-288.

    Full description at Econpapers || Download paper

41. The impact of hedging on the market value of equity. (2005). Moffitt, Jacquelyn Sue ; Affleck-Graves, John ; Nelson, James M..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:5:p:851-881.

    Full description at Econpapers || Download paper

42. The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries. (2005). Harchaoui, Tarek ; Tarkhani, Faouzi ; Yuen, Terence .
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-22.

    Full description at Econpapers || Download paper

43. Exchange rate regimes and the price of exchange rate risk. (2004). priestley, richard ; Ødegaard, Bernt.
    In: Economics Letters.
    RePEc:eee:ecolet:v:82:y:2004:i:2:p:181-188.

    Full description at Econpapers || Download paper

44. Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil. (2004). Rossi, Jose ; Jose Luiz Rossi Junior, .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:163.

    Full description at Econpapers || Download paper

45. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures. (2004). Karolyi, G. ; Bartram, Söhnke.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-3.

    Full description at Econpapers || Download paper

46. International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W..
    In: Finance.
    RePEc:wpa:wuwpfi:0307003.

    Full description at Econpapers || Download paper

47. Gold factor exposures in international asset pricing. (2003). faff, robert ; Davidson, Sinclair ; Hillier, David.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289.

    Full description at Econpapers || Download paper

48. Exchange rate sensitivity of Australian international equity funds. (2003). faff, robert ; Benson, Karen L..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:1:p:95-120.

    Full description at Econpapers || Download paper

49. Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage. (2002). Rogers, Daniel A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:271-295.

    Full description at Econpapers || Download paper

50. Exchange-Rate Hedging: Financial versus Operational Strategies. (2001). Ihrig, Jane ; Weston, James P. ; Allayannis, George .
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:2:p:391-395.

    Full description at Econpapers || Download paper

Report date: 2025-02-15 11:22:53 || Missing content? Let us know