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Risk sharing markets and international trade : a comment

Lehrbass, Frank - In: Jahrbücher für Nationalökonomie und Statistik (1994), pp. 230-238

Persistent link: https://www.econbiz.de/10001155448

Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen

Lehrbass, Frank - In: Kredit und Kapital 27 (1994) 4, pp. 591-627

Persistent link: https://www.econbiz.de/10001176317

Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty

Lehrbass, Frank - In: Journal of economics 59 (1994) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10001167140

Risk Sharing Markets and International Trade – A Comment

Lehrbass, Frank - 2014

We consider an exporting firm facing FX risk. We show that FX options are not used for hedging, if there is no ex-post production flexibility. Hence, in the standard setting of having no ex-post optionality, hedging with forwards is the best choice.The value of FX options for hedging arises as...

Persistent link: https://www.econbiz.de/10013060727

Deviations from covered interest rate parity : the case of British pound sterling versus euro

Lehrbass, Frank; Schuster, Thamara Sandra - In: The journal of financial data science 3 (2021) 1, pp. 140-151

Persistent link: https://www.econbiz.de/10012486258