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dc.contributor.authorDonald Lien
dc.contributor.authorFathali Firoozi
dc.date.accessioned2020-08-25T06:34:00Z-
dc.date.available2020-08-25T06:34:00Z-
dc.date.issued2008/08/01
dc.identifier.issnissn16070704
dc.identifier.urihttp://dspace.fcu.edu.tw/handle/2376/2294-
dc.description.abstractIn an interactive model of offshore bidding, two firms located in two different countries bid on a project in a third country under exchange rate uncertainty. Every firm benefits and provides a higher bid when both firms have hedging opportunities. Even if only one bidder has the hedging opportunity, both bidders gain through an increase in their expected utilities.
dc.description.sponsorship逢甲大學
dc.format.extent12
dc.language.iso英文
dc.relation.ispartofseriesinternational journal of business and economics
dc.relation.isversionofVolume7,No.2
dc.subjectexchange rate|futures markets|uncertainty|game theory|multinational enterprise
dc.titleOffshore Bidding and Currency Futures
dc.type期刊篇目
分類:Volume07,No.2

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