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Liquidity constrained exporters : trade and futures hedging
Broll, Udo; Wahl, Jack E. - 2009
We present a model of risk averse exporting firm subject to liquidity constraints. The firm enters an unbiased futuresmarket to hedge exchange rate risk and may not be able to satisfy high margin calls. Then the firm is forced toprematurely liquidate the futures position. We show that...
Persistent link: https://www.econbiz.de/10003941169
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Liqudity constrained exporters and trade
Broll, Udo; Wahl, Jack E. - In: Economics letters 111 (2011) 1, pp. 26-29
Persistent link: https://www.econbiz.de/10009241365
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Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit …
Persistent link: https://www.econbiz.de/10010507748
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
Persistent link: https://www.econbiz.de/10001755540
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Managing credit risk with credit and macro derivatives
Broll, Udo (contributor); Schweimayer, Gerhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838232
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
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Managing credit risk with credit and macro derivatives
Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378
Persistent link: https://www.econbiz.de/10002343850
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Discussion of "Managing credit risk with credit and macro derivatives"
Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10002343855
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Risikomanagement mit Kreditoptionen
Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727222