Exposures and exposure hedging in exchange rate risk management
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References listed on IDEAS
- Battermann, Harald L. & Braulke, Michael & Broll, Udo & Schimmelpfennig, Jorg, 2000. "The preferred hedge instrument," Economics Letters, Elsevier, vol. 66(1), pages 85-91, January.
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Journal of Finance, American Finance Association, vol. 48(5), pages 1629-1658, December.
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- Broll, Udo & Wong, Kit Pong, 2002. "Optimal full-hedging under state-dependent preferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 937-943.
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Cited by:
- Katalin Bodnár, 2009. "Exchange rate exposure of Hungarian enterprises – results of a survey," MNB Occasional Papers 2009/80, Magyar Nemzeti Bank (Central Bank of Hungary).
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More about this item
Keywords
Currency Risk; Transaction Risk; Currency Forwards; Optimal Hedging;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G39 - Financial Economics - - Corporate Finance and Governance - - - Other
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