Cross hedging in currency forward markets

Udo Broll

In a framework for risk management a model of an international firm under exchange rate uncertainty is discussed. The firm can cross-hedge the exchange rate risk by using forwards of other country's currencies correlated to the spot exchange rate in question. The study investigates the implications of hedging exchange rate risk of less common currencies for an exporting firm.

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Year of publication:	1996
Authors:	Broll, Udo
Publisher:	Konstanz
Subject:	exchange rate risk \| currency forward markets \| cross-hedge \| Währungsmanagement \| Foreign exchange management \| Hedging \| Internationale Betriebswirtschaftslehre \| International business research \| Theorie \| Theory

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Extent:	10 S.
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/101637 [Handle]
Classification:	F21 - International Investment; Long-Term Capital Movements ; F31 - Foreign Exchange ; Währung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009623409