Export and strategic currency hedging
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Publication:1034799
DOI10.1007/S11079-008-9080-XzbMATH Open1195.91094OpenAlexW2160303928MaRDI QIDQ1034799FDOQ1034799
Authors: Udo Broll, Peter Welzel, Kit Pong Wong 
Publication date: 6 November 2009
Published in: Open Economies Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11079-008-9080-x
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- Trade and currency options hedging model
Cites Work
- Exchange rates and perfect competition
- Cournot competition, forward markets and efficiency
- Reexamination of the perfectness concept for equilibrium points in extensive games
- Remarks on the Intrinsic Equations of Twisted Curves
- Multinationals, hedging, and capital structure under exchange rate uncertainty
- Exchange-rate pass-through and market structure
- Endogenous sequencing in strategic trade policy games under uncertainty
Cited In (8)
- Liquidity constrained exporters and trade
- Managing foreign exchange risk with buyer-supplier contracts
- Trade and currency options hedging model
- Identifying the best market to sell: a cost function formulation
- EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK
- Exporters' exposures to currencies: beyond the loglinear model
- Dynamic currency futures and options hedging model
- Exchange rate risk and the impact of regret on trade
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