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Foreign exchange rate exposure of companies under dynamic regret

Entrop, Oliver; Fuchs, Fabian U. - 2020

This paper analyzes optimal hedge ratios for foreign exchange (FX) rate risk of companies. Our contribution to the literature is twofold: (i) We present a theoretical two-period regret model that allows us to analyze the determinants of the optimal hedge ratio given the outcome of past hedging...

Persistent link: https://www.econbiz.de/10012158926

Exchange rate risk management of export firms : the case of Japanese exporting firms

Itō, Takatoshi; Koibuchi, Satoshi; Satō, Kiyotaka; … - 2013

Persistent link: https://www.econbiz.de/10009727936

Dynamic relations between stock returns and exchange rate changes

Inci, Ahmet Can; Lee, Bong-soo - In: European financial management : the journal of the … 20 (2014) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10010248858

Entry and exit in OTC derivatives markets

Atkeson, Andrew; Eisfeldt, Andrea L.; Weill, Pierre-Olivier - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2231-2292

Persistent link: https://www.econbiz.de/10011431542

The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives

Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127

Persistent link: https://www.econbiz.de/10011298489

Is value creation consistent with currency hedging?

Búa, Milagros Vivel; Otero-González, Luis; Fernández … - In: The European journal of finance 21 (2015) 10/12, pp. 912-945

Persistent link: https://www.econbiz.de/10011301963

Risk-sharing or risk-taking? : counterparty risk, incentives and margins

Biais, Bruno; Heider, Florian; Hoerova, Marie - 2012

Persistent link: https://www.econbiz.de/10009765248

Non-fully invested derivative-free bond index replication

Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124

Persistent link: https://www.econbiz.de/10009720944

The effect of foreign currency hedging on the probability of financial distress

Magee, Shane - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 1107-1127

Persistent link: https://www.econbiz.de/10010240259

Foreign currency derivative use and shareholder value

Belghitar, Yacine; Clark, Ephraim; Mefteh, Salma - In: International review of financial analysis 29 (2013), pp. 283-293

Persistent link: https://www.econbiz.de/10010244931

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