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Can the use of foreign currency derivatives explain variations in foreign exchange exposure? : Evidence from Australian companies
Nguyen, Hoa; Faff, Robert W. - In: Journal of multinational financial management 13 (2003) 3, pp. 193-215
Persistent link: https://www.econbiz.de/10001753724
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Does the type of derivative instrument used by companies impact firm value?
Nguyen, Hoa; Faff, Robert W. - In: Applied economics letters 17 (2010) 7/9, pp. 681-683
Persistent link: https://www.econbiz.de/10003996677
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Are firms hedging or speculating? : the relationship between financial derivatives and firm risk
Nguyen, Hoa; Faff, Robert W. - In: Applied financial economics 20 (2010) 10/12, pp. 827-843
Persistent link: https://www.econbiz.de/10009009816
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Exchange rate exposure and the use of foreign currency derivatives in the Australian resources sector
Wing Hung Yip; Nguyen, Hoa - In: Journal of multinational financial management 22 (2012) 4, pp. 151-167
Persistent link: https://www.econbiz.de/10009655257
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Effective derivative hedging and initial public offering long-run performance
Nguyen, Hoa; Liu, Ming-hua - In: Accounting and finance : journal of the Accounting … 54 (2014) 4, pp. 1263-1294
Persistent link: https://www.econbiz.de/10010471788
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Uncovering the asymmetric linkage between financial derivatives and firm value : the case of oil and gas exploration and production companies
Phan, Dinh; Nguyen, Hoa; Faff, Robert W. - In: Energy economics 45 (2014), pp. 340-352
Persistent link: https://www.econbiz.de/10010505344
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Are financial derivates really value enhancing? : Australian evidence
Nguyen, Hoa (contributor); Faff, Robert W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794206
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Does the type of derivative instrument used by companies impact firm value?
Nguyen, Hoa (contributor); Faff, Robert W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794207
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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220