Cross-hedging of correlated exchange rates
Download full text from publisher
References listed on IDEAS
- Broll, Udo & Zilcha, Itzhak, 1992.
"Exchange rate uncertainty, futures markets and the multinational firm,"
European Economic Review,
Elsevier, vol. 36(4), pages 815-826, May.
- Broll, Udo & Zilcha, Itzhak, 1991. "Exchange rate uncertainty, futures markets and the multinational firm," Discussion Papers, Series II 139, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Broll, Udo & Wong, Kit Pong & Zilcha, Itzhak, 1999. "Multiple Currencies and Hedging," Economica, London School of Economics and Political Science, vol. 66(264), pages 421-432, November.
- Anderson, Ronald W & Danthine, Jean-Pierre, 1981. "Cross Hedging," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1182-1196, December.
- Broll, Udo & Eckwert, Bernhard, 1996. "Cross-Hedging of Exchange-Rate Risk," Review of International Economics, Wiley Blackwell, vol. 4(3), pages 282-286, October.
More about this item
Keywordscorrelated exchange rates; cross-hedging; exports; production;
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:tuddps:0411. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics). General contact details of provider: http://edirc.repec.org/data/pltudde.html .