| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963466 | Journal of International Financial Markets, Institutions and Money | 2012 | 14 Pages |
Abstract
⺠Characterize an economy with heterogeneous capital income taxation. ⺠Foreign currency exposure hedged using forward contracts and set of currency options. ⺠Tax-modified option prices augmented by tax-induced “risk-premium” terms.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Frank Strobel,