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Welfare effects of transparency in foreign exchange markets : the role of hedging opportunities
Drees, Burkhard; Eckwert, Bernhard - In: Review of international economics 11 (2003) 3, pp. 453-463
Persistent link: https://www.econbiz.de/10001777302
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Welfare effects of transparency in foreign exchange markets : the role of hedging opportunities
Drees, Burkhard; Eckwert, Bernhard - 2002
Persistent link: https://www.econbiz.de/10001741717
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Hedging of exchange rate risk and regression dependence
Broll, Udo; Kit, Pong Wong - 1997
essential in analyzing optimal hedging and export decisions. When the spot exchange rate and the futures exchange rate are …
Persistent link: https://www.econbiz.de/10009623408
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Hedging with an edge : parametric currency overlay
Barroso, Pedro; Reichenecker, Jurij-Andrei; Menichetti, … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
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Trading strategies in currency markets
Abdel Zaher, Angie; Ghosh, Dipasri; Ghosh, Dilip K. - In: International journal of business 25 (2020) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10012183167
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Evaluating the performance of foreign exchange hedges
Glen, Jack D. - 1990
Persistent link: https://www.econbiz.de/10000800688
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A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano; Schachermayer, Walter - In: Finance and stochastics 10 (2006) 4, pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
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Information value, export and hedging
Broll, Udo; Eckwert, Bernhard - 2011
The paper analyzes the interactions between the precision of information, trade and welfare within a decision framework … of an exporting firm. Information in a financial market is described in terms of a publicly observable signal. With … higher transparency, the signal conveys more precise information about the random foreign exchange rate. More precise …
Persistent link: https://www.econbiz.de/10009228937
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International trade and the role of market transparency
Broll, Udo; Eckwert, Bernhard; Kit, Pong Wong - 2010
; information system ; transparency ; hedging ; international trade … conveys more precise information about the random foreign exchange rate. We analyze the interaction between market …
Persistent link: https://www.econbiz.de/10009229027
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Equity hedging and exchange rates at the London 4 pm fix
Melvin, Michael; Prins, John - In: Journal of financial markets 22 (2015), pp. 50-72
Persistent link: https://www.econbiz.de/10011332867