Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/27093
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dc.contributor.authorSchäfer, Klausen_US
dc.contributor.authorPohn-Weidinger, Johannesen_US
dc.date.accessioned2006-02-14en_US
dc.date.accessioned2009-08-06T11:41:00Z-
dc.date.available2009-08-06T11:41:00Z-
dc.date.issued2005en_US
dc.identifier.urihttp://hdl.handle.net/10419/27093-
dc.description.abstractCorporations are affected by increasing volatilities on foreign exchange markets. A response to this development was the creation of financial instruments, so called derivatives, in order to protect corporations from the effects of flexible exchange rates. To understand the included risks and to take correct decisions it is necessary to get a fundamental insight into exchange rate risk management. First it is the aim of this paper to systemize the possibilities of determining exchange rate risk as well as objectives of exchange rate risk management. In the second part of the paper a model to determine the optimal hedge ratio in the case of hedging transaction risks with forwards is described.en_US
dc.language.isoengen_US
dc.publisher|aTechn. Univ., Fak. für Wirtschaftswiss.|cFreibergen_US
dc.relation.ispartofseries|aFreiberg working papers|x2005,19en_US
dc.subject.jelF31en_US
dc.subject.jelG15en_US
dc.subject.jelG39en_US
dc.subject.ddc330en_US
dc.subject.keywordCurrency Risken_US
dc.subject.keywordTransaction Risken_US
dc.subject.keywordCurrency Forwardsen_US
dc.subject.keywordOptimal Hedgingen_US
dc.titleExposures and exposure hedging in exchange rate risk managementen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn506579174en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:tufwps:200519-

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