✦ LIBER ✦

Financial versus operative hedging of currency risk

✍ Scribed by Ulrich Hommel

Book ID: 117701161
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 206 KB
Volume: 14
Category: Article
ISSN: 1044-0283
DOI: 10.1016/s1044-0283(03)00002-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exports and Indirect Hedging of Foreign

Exports and Indirect Hedging of Foreign Currency Risk

✍ Udo Broll; Bernhard Eckwert 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB

How Do Financial Firms Manage Risk? Unra

How Do Financial Firms Manage Risk? Unraveling the Interaction of Financial and Operational Hedging

✍ Hankins, Kristine Watson 📂 Article 📅 2011 🏛 INFORMS 🌐 English ⚖ 216 KB

The Simultaneous Hedging of Price Risk,

The Simultaneous Hedging of Price Risk, Crop Yield Risk and Currency Risk

✍ Govindaray N. Nayak; Calum G. Turvey 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB

The Use of Forward Contracts for Hedging

The Use of Forward Contracts for Hedging Currency Risk

✍ Hung-Gay Fung; Wai K. Leung 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 711 KB

Daily exchange rate behaviour and hedgin

Daily exchange rate behaviour and hedging of currency risk

✍ Charles S. Bos; Ronald J. Mahieu; Herman K. Van Dijk 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

## Abstract We construct models which enable a decision maker to analyse the implications of typical time series patterns of daily exchange rates for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The effects of several model char

The effect of foreign currency hedging o

The effect of foreign currency hedging on the probability of financial distress

✍ Shane Magee 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 203 KB