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Some Aspects of Exchange Risk Policies under Floating Rates

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  • Talaat Abdel-Malek

Abstract

This article examines two basic aspects of the exchange risk policies of a sample of Canadian firms under floating rates, namely the extent of risk coverage and the means of coverage. The analysis shows that whereas the 1970 floating of the Canadian dollar had relatively limited impact, the subsequent and more general floating of key currencies (from early 1973 on) has had widespread and pronounced effects on the firms' exchange risk policies with respect to both extent and means of coverage.© 1976 JIBS. Journal of International Business Studies (1976) 7, 89–98

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  • Talaat Abdel-Malek, 1976. "Some Aspects of Exchange Risk Policies under Floating Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 7(2), pages 89-98, June.
    • Handle: RePEc:pal:jintbs:v:7:y:1976:i:2:p:89-98
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    Cited by:

    1. Bulsara, A.R. & Lindenberg, K. & Seshadri, V. & Shuler, K.E. & West, B.J., 1979. "Stochastic processes with non-additive fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 97(2), pages 234-243.
    2. Makhailov, A.S. & Uporov, I.V., 1982. "Diffusion on the fluctuating random surface," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 112(3), pages 588-596.
    3. Shimizu, T. & Morioka, N., 1995. "Stationary distribution of a nonlinear system driven by a chaotic force," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 218(3), pages 390-402.

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