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Forward markets, currency options and the hedging of foreign exchange risk

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  • Ware, Roger
  • Winter, Ralph

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Suggested Citation

  • Ware, Roger & Winter, Ralph, 1988. "Forward markets, currency options and the hedging of foreign exchange risk," Journal of International Economics, Elsevier, vol. 25(3-4), pages 291-302, November.
  • Handle: RePEc:eee:inecon:v:25:y:1988:i:3-4:p:291-302
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    References listed on IDEAS

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    1. O. Galor & H. M. Polemarchakis, 1987. "Intertemporal Equilibrium and the Transfer Paradox," Review of Economic Studies, Oxford University Press, pages 147-156.
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    Cited by:

    1. Di Iorio, Amalia & Faff, Robert, 2000. "An analysis of asymmetry in foreign currency exposure of the Australian equities market," Journal of Multinational Financial Management, Elsevier, pages 133-159.
    2. Patricia S. Pollard & Cletus C. Coughlin, 2004. "Size matters: asymmetric exchange rate pass-through at the industry level," Working Papers 2003-029, Federal Reserve Bank of St. Louis.
    3. Bartram, Sohnke M., 2004. "Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 673-699, June.
    4. Webber, A., 1999. "Newton's Gravity Law and Import Prices in the Asia Pacific," Economics Working Papers WP99-12, School of Economics, University of Wollongong, NSW, Australia.
    5. Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R., 2005. "A primer on the exposure of non-financial corporations to foreign exchange rate risk," Journal of Multinational Financial Management, Elsevier, pages 394-413.
    6. Wong, Kit Pong, 2006. "The effects of abandonment options on operating leverage and forward hedging," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 72-86.
    7. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
    8. Tapiwa d. Karoro & Meshach j. Aziakpono & Nicolette Cattaneo, 2009. "Exchange Rate Pass-Through To Import Prices In South Africa: Is There Asymmetry?," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 380-398, September.
    9. Wong, Kit Pong, 2007. "Operational and financial hedging for exporting firms," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 459-470.
    10. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, vol. 23(1), pages 18-29.
    11. Shang-Jin Wei & Jeffrey A. Frankel, 1991. "Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?," NBER Working Papers 3910, National Bureau of Economic Research, Inc.
    12. Lien, Donald & Wang, Yan, 2006. "Cross-hedging with futures and options: The effects of disappointment aversion," Journal of Multinational Financial Management, Elsevier, pages 16-26.
    13. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
    14. Broll Udo, 1999. "Export as an Option," International Economic Journal, Taylor & Francis Journals, vol. 13(1), pages 19-26.
    15. Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng, 2017. "A revisit to economic exposure of U.S. multinational corporations," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 273-287.
    16. Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016. "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices," MPRA Paper 71764, University Library of Munich, Germany.
    17. Amit Ghosh, 2009. "Implications of production sharing on exchange rate pass-through," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 334-345.
    18. Broll, Udo & Zilcha, Itzhak, 1995. "Multiple currencies and cross hedging," Discussion Papers, Series II 280, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    19. Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany.
    20. repec:eee:touman:v:32:y:2011:i:4:p:934-948 is not listed on IDEAS
    21. Webber, Anthony G., 2000. "Newton's gravity law and import prices in the Asia Pacific," Japan and the World Economy, Elsevier, vol. 12(1), pages 71-87, January.
    22. Joseph, Nathan Lael, 2000. "The choice of hedging techniques and the characteristics of UK industrial firms," Journal of Multinational Financial Management, Elsevier, pages 161-184.
    23. Basu, Kaushik, 2013. "The art of currency manipulation : how to profiteer by deliberately distorting exchange rates," Policy Research Working Paper Series 6608, The World Bank.
    24. MoonJoong Tcha, 2005. "Australian Wool Exports and Exchange Rate Pass-Through: Asymmetric Responses and Market Share," Economics Discussion / Working Papers 05-31, The University of Western Australia, Department of Economics.

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