Cross hedging in currency forward markets
Cross hedging in currency forward markets
In a framework for risk management a model of an international firm under exchange rate uncertainty is discussed. The firm can cross-hedge the exchange rate risk by using forwards of other country's currencies correlated to the spot exchange rate in question. The study investigates the implications of hedging exchange rate risk of less common currencies for an exporting firm.
cross-hedge, ddc:330, Hedging, exchange rate risk, Internationale Betriebswirtschaftslehre, currency forward markets, Währungsmanagement, F21, exchange rate risk,currency forward markets,cross-hedge, Theorie, F31, jel: jel:F31, jel: jel:F21
cross-hedge, ddc:330, Hedging, exchange rate risk, Internationale Betriebswirtschaftslehre, currency forward markets, Währungsmanagement, F21, exchange rate risk,currency forward markets,cross-hedge, Theorie, F31, jel: jel:F31, jel: jel:F21
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