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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

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

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

Evaluating the performance of foreign exchange hedges

Glen, Jack D. - 1990

Persistent link: https://www.econbiz.de/10000800688

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

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...