Details about Rafi Eldor

Access statistics for papers by Rafi Eldor.

Last updated 2014-10-07. Update your information in the RePEc Author Service.

Short-id: pel195

Working Papers

1999

1. The Price of Options Illiquidity
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (7)

1997

2. Firms under Tax Asymmetry: Price Uncertainty and Hedging
   Working Papers, Tel Aviv

Journal Articles

2010

1. Small investment and large returns: Terrorism, media and the economy
   European Economic Review, 2010, 54, (8), 963-973 View citations (17)

2009

2. A Cost of Tax Planning
   Review of Law & Economics, 2009, 5, (1), 155-162

2006

3. The Nontradability Premium of Derivatives Contracts
   The Journal of Business, 2006, 79, (4), 2067-2098 View citations (2)
4. The contribution of market makers to liquidity and efficiency of options trading in electronic markets
   Journal of Banking & Finance, 2006, 30, (7), 2025-2040 View citations (16)

2004

5. Financial markets and terrorism
   European Journal of Political Economy, 2004, 20, (2), 367-386 View citations (150)

2002

6. Tax asymmetry, production and hedging
   Journal of Economics and Business, 2002, 54, (3), 345-356 View citations (5)

1998

7. Optimal spreading when spreading is optimal
   Journal of Economic Dynamics and Control, 1998, 23, (2), 277-301 View citations (2)

1991

8. Exporting firm and forward markets: the multiperiod case
   Journal of International Money and Finance, 1991, 10, (1), 108-117 View citations (13)

1990

9. Oligopoly, uncertain demand, and forward markets
   Journal of Economics and Business, 1990, 42, (1), 17-26 View citations (9)
10. Trade Liberalization and Domestic Monopoly: A Welfare Analysis
    International Economic Review, 1990, 31, (4), 773-82 View citations (7)

1988

11. Home asset preference and productivity shocks
    Journal of International Economics, 1988, 25, (1-2), 165-176 View citations (55)
12. Quotas as options: Valuation and equilibrium implications
    Journal of International Economics, 1988, 24, (3-4), 255-274 View citations (7)

1987

13. Discriminating Monopoly, Forward Markets and International Trade
    International Economic Review, 1987, 28, (2), 459-68 View citations (25)
14. The futures price of a commodity in fixed supply
    Economics Letters, 1987, 23, (1), 37-41

1985

15. Currency options as theoretical and practical instrument in hedging the exchange risk in excess of loss reinsurance
    Insurance: Mathematics and Economics, 1985, 4, (2), 137-141 View citations (1)
16. Optimal international hedging in commodity and currency forward markets
    Journal of International Money and Finance, 1985, 4, (4), 537-552 View citations (52)

1984

17. On the Risk-Adjusted Effective Protection Rate
    The Review of Economics and Statistics, 1984, 66, (2), 235-41 View citations (1)
18. On the valuation of currency options and exchange rate insurance programs
    Economics Letters, 1984, 16, (1-2), 129-136 View citations (1)

1983

19. Optimal hedging in the futures market under price uncertainty
    Economics Letters, 1983, 13, (2-3), 141-145 View citations (29)

1981

20. Productivity-based financial net income analysis
    Omega, 1981, 9, (6), 605-611 View citations (11)