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Foreign Exchange Exposure on the Spanish Stock Market : Sources of Risk and Hedging

Martínez-Solano, Pedro - 2000

as a study of effects of foreign currency hedging, measured through proxies, on the levels of economic exposure. Then, a … adjustment, which have been used as foreign currency hedging proxy; these results would seem to confirm that foreign currency … hedging reduces exchange- rate exposure …

Persistent link: https://www.econbiz.de/10014219519

The hedging effectiveness of electricity futures in the Spanish market

Peña Sánchez de Rivera, Juan Ignacio - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472285

Why do banks bear interest rate risk?

Memmel, Christoph - 2017

This paper investigates determinants of banks' structural exposure to interest rate risk in their banking book. Using bank-level data for German banks, we find evidence that a bank's exposure to interest rate risk depends on its presumed optimization horizon. The longer the presumed optimization...