Why do firms hedge? An asymmetric information model
Publication
, Journal Article
Breeden, DT; Viswanathan, S
Published in: Journal of Fixed Income
December 1, 2016
Duke Scholars
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Published In
Journal of Fixed Income
DOI
ISSN
1059-8596
Publication Date
December 1, 2016
Volume
25
Issue
3
Start / End Page
7 / 25
Related Subject Headings
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability
Citation
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ICMJE
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Breeden, D. T., & Viswanathan, S. (2016). Why do firms hedge? An asymmetric information model. Journal of Fixed Income, 25(3), 7–25. https://doi.org/10.3905/jfi.2016.25.3.007
Breeden, D. T., and S. Viswanathan. “Why do firms hedge? An asymmetric information model.” Journal of Fixed Income 25, no. 3 (December 1, 2016): 7–25. https://doi.org/10.3905/jfi.2016.25.3.007.
Breeden DT, Viswanathan S. Why do firms hedge? An asymmetric information model. Journal of Fixed Income. 2016 Dec 1;25(3):7–25.
Breeden, D. T., and S. Viswanathan. “Why do firms hedge? An asymmetric information model.” Journal of Fixed Income, vol. 25, no. 3, Dec. 2016, pp. 7–25. Scopus, doi:10.3905/jfi.2016.25.3.007.
Breeden DT, Viswanathan S. Why do firms hedge? An asymmetric information model. Journal of Fixed Income. 2016 Dec 1;25(3):7–25.
Published In
Journal of Fixed Income
DOI
ISSN
1059-8596
Publication Date
December 1, 2016
Volume
25
Issue
3
Start / End Page
7 / 25
Related Subject Headings
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability