๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Indirect hedging of exchange rate risk

โœ Scribed by Udo Broll; Jack E. Wahl; Itzhak Zilcha

Book ID
116116600
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
640 KB
Volume
14
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Cross-Hedging of Exchange-Rate Risk
Cross-Hedging of Exchange-Rate Risk
โœ Udo Broll; Bernhard Eckwert ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 330 KB
Exchange Rate Risk, Export and Hedging
Exchange Rate Risk, Export and Hedging
โœ Udo Broll ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 81 KB

In an intertemporal model the impact of exchange rate risk on an international firm is studied under the assumption that no forward markets are existing in the foreign currency. However, there is a forward traded financial asset, whose spot price is highly correlated with the random spot exchange ra

CROSS-HEDGING OF EXCHANGE RATE RISKS: A
CROSS-HEDGING OF EXCHANGE RATE RISKS: A NOTE
โœ HARALD L. BATTERMANN; UDO BROLL; KIT PONG WONG ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 64 KB
Daily exchange rate behaviour and hedgin
Daily exchange rate behaviour and hedging of currency risk
โœ Charles S. Bos; Ronald J. Mahieu; Herman K. Van Dijk ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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