Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/101637
Authors: 
Broll, Udo
Year of Publication: 
1996
Series/Report no.: 
Diskussionsbeiträge: Serie II, Sonderforschungsbereich 178 "Internationalisierung der Wirtschaft", Universität Konstanz 308
Abstract: 
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.
Subjects: 
exchange rate risk
currency forward markets
cross-hedge
JEL: 
F21
F31
Document Type: 
Working Paper

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