Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/27093 
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dc.contributor.authorSchäfer, Klausen
dc.contributor.authorPohn-Weidinger, Johannesen
dc.date.accessioned2006-02-14-
dc.date.accessioned2009-08-06T11:41:00Z-
dc.date.available2009-08-06T11:41:00Z-
dc.date.issued2005-
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
dc.language.isoengen
dc.publisher|aTechnische Universität Bergakademie Freiberg, Fakultät für Wirtschaftswissenschaften |cFreibergen
dc.relation.ispartofseries|aFreiberger Arbeitspapiere |x2005/19en
dc.subject.jelF31en
dc.subject.jelG15en
dc.subject.jelG39en
dc.subject.ddc330en
dc.subject.keywordCurrency Risken
dc.subject.keywordTransaction Risken
dc.subject.keywordCurrency Forwardsen
dc.subject.keywordOptimal Hedgingen
dc.titleExposures and exposure hedging in exchange rate risk management-
dc.type|aWorking Paperen
dc.identifier.ppn506579174en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:tufwps:200519en

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