|
Cliquez sur les zones vertes
pour télécharger le cours et les textes de TD
Liste des textes de TD: veuillez svp choisir un
texte parmi les textes proposés.
Cours
Ordre de Passage
Jeudi 5 Novembre
- 13:30-13:50. Texte 4
- 14:00-14:20. Texte 12
- 14:30-14:50. Texte 9
- 15:00-15:20. Texte 15
- 15:30-16:00. Texte 5
Jeudi 12 Novembre
- 13:30-13:50. Texte 1
- 14:00-14:20. Texte 17
- 14:30-14:50. Texte 13
- 15:00-15:20. Texte 14
- 15:30-16:00. Texte 16
Andrew P. Marshall (2000).
Foreign exchange
risk management in UK, USA and Asia
Pacific multinational companies. Journal of
Multinational Financial Management, Volume 10, Issue 2, June 2000, Pages
185-211 -
Andrew P. Marshall, Pauline Weetman
(2002)
Information asymmetry in disclosure of
foreign exchange risk management: can
regulation be effective?
Journal of Economics and
Business, Volume 54, Issue 1, January-February 2002, Pages 31-53 -
Alex Faseruk, Dev R.
Mishra. (2008)
An examination of US dollar risk management by
Canadian non-financial firms.
Management Research News 31:8, 570-582 -
Bartram, S.M. and G.M.
Bodnar, 2007.
The Exchange Rate Exposure Puzzle,
Managerial Finance 33 (9), 642-666. -
Bartram, S.M., and G.A.
Karolyi, 2006.
The Impact of the Introduction of the Euro on
Foreign Exchange Rate Risk Exposures, Journal of Empirical
Finance, 13, 519-549. -
Bartram, S.M., G. Dufey
and M. Frenkel, 2005.
A Primer on the Exposure of Nonfinancial
Corporations to Foreign
Exchange Rate Risk, Journal
of Multinational Financial Management 15 (4/5), 394-413.
-
Bartram, S.M., G.W.
Brown, and B.A. Minton, 2006.
Resolving the Exposure Puzzle: The Many Facets of
Exchange Rate Exposure, working paper, University of
Lancaster and University of North Carolina and Ohio State University. -
Bengt Pramborg
(2005)
Foreign exchange risk
management by Swedish and Korean
nonfinancial firms: A comparative survey Pacific-Basin Finance Journal, Volume 13, Issue 3, June 2005, Pages
343-366 -
Focus Note (2006).
Foreign Exchange Rate Risk In Microfinance: What
Is It And How Can It Be Managed?
-
Steve P. Fraser
and
Christos
Pantzalis.
Foreign exchange rate
exposure
of US multinational corporations: a
firm-specific
approach.
Journal of Multinational Financial Management, Volume 14, Issue 3, July
2004, Pages 261-281
-
Aline Muller,
Willem F.C. Verschoor,
Foreign exchange risk
exposure: Survey and
suggestions
Journal of Multinational Financial Management, Volume 16, Issue 4, October
2006, Pages 385-410
-
Michael Papaioannou (2006).
Exchange Rate Risk Measurement and Management:
Issues and Approaches for Firms. IMF, WP/06/255
-
George Allayannis, Gregory W. Brown and Leora F. Klapper (2001). Exchange Rate Risk Management:
Evidence From East Asia. Mimeo
-
Øystein G. Børsum and Bernt Arne Ødegaard (2001). Currency hedging in Norwegian non-financial
firms. Economic bulletin, 05Q3.
-
Gordon M. Bodnar, Abe de Jong and Victor Macrae (2001). The impact of institutional differences on derivatives usage: a comparative study of US and Dutch firms. European Financial Management, 9(3):
271–29
-
GLoderer, Claudio and Karl Pichler (2000). Firms, do you
know your currency risk exposure? Survey results. Journal of Empirical Finance, 7: 317–344
-
Hyun-Han Shin and Luc Soene (1999). Exposure to currency risk by US multinational
corporations. Journal of Multinational Financial Management 195–2074
|
Ouvrage
Eiteman, D.K.,
Stonehill, A.I., Moffett, M.H., Multinational Business Finance, Pearson,
London 2004 - 10th edition
Simon, Y. et Lautier D., Finance
Internationale, Economica, Paris 2005
Simon Y., Les marchés dérivés, Economica, Paris 1994
(Poche)
Nicolas Meunier, Tania Sollogoub, Economie du risque
pays, La découverte, Paris 2005 (Poche)
|