Risk Measurement and Hedging: With and Without Derivatives
By M. Petersen, S. Thiagarajan. 2000
221 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/f968586ddbe244aa5319ef8bf463bbc7930e95d3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Kristine Watson Hankins
- George Allayannis
- Alice Bonaimé
- Gregory W. Brown
- Jarrad Harford
- L. Klapper
- Söhnke M. Bartram
- Darius P. Miller
In Economics and Econometrics
- George Allayannis
- Jarrad Harford
- Gregory W. Brown
- Kristine Watson Hankins
- L. Klapper
- S. Desai
- Asli Demirgüç-Kunt
- Laurent Weill
Citations in the corpus
- Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia (2003, background): “31 For a detailed discussion of alternative risk management practices see, Géczy et al. (2000) and Petersen and Thiagarajan (2000).”
- Interest Rate Derivatives at Commercial Banks: An Empirical Investigation (2007, unknown): “Reduction in cash-flow and earning volatility can be desirable as evidenced by the findings of Minton and Schrand (1999) and Allayannis and Weston (2003) in the context of the non-financial firms.”
- Does Hedging Affect Firm Value? Evidence from the US Airline Industry (2006, unknown): “Petersen and Thiagarajan (2000) estimate gold price exposures for gold mining firms.”
- Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies (2007, unknown): “As discussed by Petersen and Thiagarajan (2000) , while the hedging literature has focused on the use of derivative instruments, in practice firms use alternative means of hedging that involve both financial and operating strategies.”
- How Much Do Firms Hedge with Derivatives (2003, unknown): “1 See also Ross (1977), Stulz (1984), Smith and Stulz (1985), DeMarzo and Duffie (1991), Froot, Scharfstein, and Stein (1993), Smith (1995), and Leland (1998), among others.”
- Financial Constraints, Competition, and Hedging in Industry Equilibrium (2007, unknown): “However, as pointed out by Petersen and Thiagarajan (2000), firms can hedge cash flows in many different ways, including other financial and operating strategies.28 For example, financially constrained firms may build up cash balances as a buffer against future cash shortfalls when they have good…”
- How Firms Should Hedge (2001, unknown): “Petersen and Thiagarajan [32] examine alternatives to derivatives.”