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Hedging of Exchange Rate Risk: a Note

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Author Info
Udo Broll, Stefan Schubert () (Dresden University of Technology)

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Abstract

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File URL: http://www.ffe.esc-lille.com/papers/broll.pdf
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Publisher Info
Article provided by Lille Graduate School of Management in its journal Frontiers in Finance and Economics.

Volume (Year): 3 (2006)
Issue (Month): 2 (December)
Pages: 113-121
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Handle: RePEc:ffe:journl:v:3:y:2006:i:2:p:113-121

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Web page: http://www.ffe.esc-lille.com

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Related research
Keywords: exchange rate risk; currency futures markets; cross-hedge;

Find related papers by JEL classification:
F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
F31 - International Economics - - International Finance - - - Foreign Exchange

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-58, December. [Downloadable!] (restricted)
    Other versions:
  2. Chang, Eric C. & Wong, Kit Pong, 2003. "Cross-Hedging with Currency Options and Futures," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(03), pages 555-574, September. [Downloadable!]
  3. Friberg, Richard, 1998. "In which currency should exporters set their prices?," Journal of International Economics, Elsevier, vol. 45(1), pages 59-76, June. [Downloadable!] (restricted)
  4. Bacchetta, Philippe & van Wincoop, Eric, 2005. "A theory of the currency denomination of international trade," Journal of International Economics, Elsevier, vol. 67(2), pages 295-319, December. [Downloadable!] (restricted)
    Other versions:
  5. Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak, 1995. "Indirect hedging of exchange rate risk," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 667-678, October. [Downloadable!] (restricted)
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Statistics
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This page was last updated on 2009-12-9.


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