期刊文献+

中国外贸企业运用远期外汇套期保值策略研究 被引量:2

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摘要 为了探讨适合我国外贸企业的套期保值模式,本文研究了西方主要的套期保值策略,发现有选择性的套期保值的风险回报要高于无条件的套期保值,因此,我们建议我国外贸企业也采用选择性的套期保值策略。
机构地区 广西大学商学院
出处 《上海金融》 CSSCI 北大核心 2005年第10期43-44,31,共3页 Shanghai Finance
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参考文献4

  • 1Buckey. A,2000. Multinational Finance. 4^th edition.Prenlice Hall. London.
  • 2Eaker, M.R and Grant, D.M, 1990, Currency hedging strategies for internalionally diversified equity portfolios. "Journal of Portfolio Management, Vol. 17, pp30-32.
  • 3Grahl, J and Lysandrou, P, 2003, "Sand in the wheels or spanner in the works? The Tobin tax and global finance". Cambridge Journal of Economics, Vol.27,pp597- 621.
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同被引文献9

  • 1吴晓,谢赤.汇率风险套期比率确定方法的比较与评析[J].安徽工业大学学报(社会科学版),2005,22(6):25-28. 被引量:2
  • 2张璐.试论企业对外贸易的汇率风险规避[J].中国农业银行武汉培训学院学报,2005(3):66-68. 被引量:3
  • 3李大海,韩立民,杨桂云,陈学刚.加入WTO后中国的水产品贸易——形势分析和对策探讨[J].中国海洋大学学报(社会科学版),2005(6):25-30. 被引量:14
  • 4Allayannis, G., Ofek, E., 2001. "Exchange rate exposure, hedging, and the use of foreign currency derivatives." [J].Journal of International Money and Finance Vol.20, pp273-296.
  • 5Choi, J.J., Elyasiani, E., 1997."Derivative exposure and the interest rate and exchange rate risks of US banks."[J].Journal of Financial. Services. Vol 12, pp267~286.
  • 6Morey, M.R and Simpson, M.W, 2001a,"To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk."[J].Journal of Multinational Management. Vol. 11, pp213-223.
  • 7Mun Kyung-Chun and Morgan,G,E, 2003,"Bank foreign exchange and interest rate risk management: simultaneousversus separate hedging strategies."Journal of Financial Intermediation, Vol. 12,pp277-297.
  • 8Simpson, M.W, 2004,"Selectively hedging the US dollar with foreign exchange futures contracts." [J].Journal of Financial Markets, Institutions &Money. Vol.14, pp75-86.
  • 9Mun & Morgan(2003), "The case where the bank hedges both loan extension and foreign exchange operations simultaneously using both interest rate futures and foreign exchange forwards, we term this 'simultaneously hedging strategy'"

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