Narrow search
Showing 1 - 10 of 59
Cover Image
Efficiency wages and futures markets
Broll, Udo; Kit, Pong Wong - 1999
Persistent link: https://www.econbiz.de/10001362997
Cover Image
Banking firm and hedging over the business cycle
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10003952132
Cover Image
Wages, employment and futures markets
Breitfelder, Ariane; Broll, Udo; Kit, Pong Wong - In: Finnish economic papers 21 (2008) 2, pp. 118-123
Persistent link: https://www.econbiz.de/10003801338
Cover Image
The impact of inflation risk on forward trading and production
Broll, Udo; Kit, Pong Wong - 2014
This note examines the behavior of a competitive firm that faces joint price and inflation risk. Given that the price risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for an overhedge if the firm's coefficient of relative risk...
Persistent link: https://www.econbiz.de/10011521691
Cover Image
The impact of inflation risk on forward trading and production
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 14 (2015) 1/3, pp. 65-73
Persistent link: https://www.econbiz.de/10011446101
Cover Image
Futures hedging with basis risk and expectation dependence
Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: International review of economics : journal of civil economy 62 (2015) 3, pp. 213-221
Persistent link: https://www.econbiz.de/10011391637
Cover Image
Managing revenue risk of the firm : commodity futures and options
Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258
Persistent link: https://www.econbiz.de/10011723267
Cover Image
Liquidity, futures price dynamics, and risk management
Kit, Pong Wong - In: Liquidity, interest rates and banking, (pp. 213-232). 2009
Persistent link: https://www.econbiz.de/10008654503
Cover Image
Production and futures hedging with state-dependent background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 24 (2012), pp. 177-184
Persistent link: https://www.econbiz.de/10009690210
Cover Image
Cross hedging with currency forward contracts
Kit, Pong Wong - In: The journal of futures markets 33 (2013) 7, pp. 653-674
Persistent link: https://www.econbiz.de/10009756541