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Intra-firm trade and exchange rate risk

Broll, Udo - In: Trade, growth and economic policy in open economies : …, (pp. 93-98). 1998

Persistent link: https://www.econbiz.de/10001300196

Außenwirtschaftliche Integration der Ukraine

Broll, Udo - In: Berichte / Forschungsinstitut der Internationalen … 16 (2006), pp. 27-34

Persistent link: https://www.econbiz.de/10003362520

Foreign production and optimal hedging of risky revenues

Broll, Udo - In: International economic journal 9 (1995) 1, pp. 13-18

Persistent link: https://www.econbiz.de/10001179907

International capital market, currency forward contract and the export decision

Broll, Udo - In: Swiss journal of economics and statistics 128 (1992) 2, pp. 125-131

Persistent link: https://www.econbiz.de/10001125498

Indirect hedging of foreign currency exposure

Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994

Persistent link: https://www.econbiz.de/10000885071

Welfare effects of foreign direct investment : cost saving vs. signaling

Mukherjee, Arijit; Broll, Udo - In: Journal of economics 90 (2007) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10003416839

Optimum invoicing in foreign trade

Broll, Udo; Wahl, Jack E. - 2006

Persistent link: https://www.econbiz.de/10003406930

Die Handelskosten von Deutschland

Broll, Udo; Förster, Andreas; Rudolph, Stephan - In: Review of economics 61 (2010) 2, pp. 156-170

Persistent link: https://www.econbiz.de/10008778554

Die Handelskosten von Sachsen

Broll, Udo; Förster, Andreas; Rudolph, Stephan - In: Ifo Dresden berichtet 17 (2010) 6, pp. 17-22

Die regionale Struktur und das Volumen der sächsischen Exporte und Importe erklären sich nicht nur durch die relativen Kostenunterschiede zwischen Sachsen und den Handelspartnern; mitentscheidend sind auch die Handelskosten für Exporte und Importe der sächsischen Wirtschaft. Unter...

Persistent link: https://www.econbiz.de/10008796263

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