Details about Udo Broll

This author is deceased (2025-03-24).

Access statistics for papers by Udo Broll.

Last updated 2025-10-11. Update your information in the RePEc Author Service.

Short-id: pbr39

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Working Papers

2025

1. New stochastic dominance theory for investors with risk-averse and risk-seeking utilities with applications including solutions for the Friedman-Savage paradox and the diversification puzzle
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre

2021

2. Export under risk and expectation dependence
   CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)

2020

3. Market risk: Exponential weighting in the value-at-risk calculation
   CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)
4. Strategic option pricing
   CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)
   See also Journal Article Strategic option pricing, Economics and Business Review, Sciendo (2020) (2020)

2019

5. Export investment under uncertainty: a mean-variance decision analysis for Indian manufacturing exporters
   Discussion Papers, University of Nottingham, GEP
6. Hedging and the regret theory of the competitive firm
   CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)

2018

7. Firms in international trade under undesirable background risk
   Discussion Papers, University of Nottingham, GEP
8. The attitude of multinationals towards risks
   Discussion Papers, University of Nottingham, GEP

2017

9. Exchange rate volatility and exports: Estimation of firms risk preferences
   CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)
10. The firm under regret aversion
    CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE)

2016

11. Exchange rate volatility and trade responsiveness of international firms
    Working papers, Indian Institute of Management Kozhikode View citations (1)
12. International trade and risk aversion elasticities
    Discussion Papers, University of Nottingham, GEP View citations (1)
13. The banking firm under ambiguity aversion
    CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE) View citations (1)

2014

14. Ambiguity and the incentive to export
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
15. How international trade is affected by the financial crisis: The gravity trade equation
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (3)
16. Multinational firm, exchange rate risk and the impact of regret on trade
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
17. The impact of inflation risk on forward trading and production
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article The impact of inflation risk on forward trading and production, Portuguese Economic Journal, Springer (2015) View citations (1) (2015)

2013

18. Banking Firm and Two-Moment Decision Making
    MPRA Paper, University Library of Munich, Germany
19. Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

20. Nachfrageunsicherheit und Risikopolitik im Duopol
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
21. Regional investment under uncertain costs of location
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article Regional investment under uncertain costs of location, The Annals of Regional Science, Springer (2013) View citations (1) (2013)

2011

22. Cross-hedging of correlated exchange rates
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
23. Information value, export and hedging
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
24. Transparency in the banking sector
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics

2010

25. International trade and the role of market transparency
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
26. Prospect theory and hedging risks
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (50)
27. Spatial allocation of capital: The role of risk preferences
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (2)
    See also Journal Article Spatial Allocation of Capital: The Role of Risk Preferences, Spatial Economic Analysis, Taylor & Francis Journals (2010) View citations (2) (2010)
28. The firm under uncertainty: capital structure and background risk
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics

2009

29. Export and benefits of hedging in emerging economies
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
30. Globalization and a welfare program for the marginalized
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
31. Güterwirtschaftliches Risikomanagement: Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
32. Liquidity constrained exporters: Trade and futures hedging
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
33. Mitigation of foreign Direct investment risk and hedging
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
34. Modelling information and hedging: the exporting firm
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (7)
    See also Journal Article Modelling information and hedging: The exporting firm, Economic Modelling, Elsevier (2009) View citations (7) (2009)
35. Prospect theory and two moment model: the firm under price uncertainty
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
36. Strategic pricing of financial options
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics

2008

37. Export production under exchange rate uncertainty
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
38. Export production, hedging exchange rate risk: the duopoly case
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
39. The banking firm: the role of signaling with collaterals
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
40. The effect of exchange rate risk on U.S. foreign direct investment: An empirical analysis
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics (2008) View citations (3)
41. The welfare effects of entry: the role of the input market
    Discussion Papers, University of Nottingham, School of Economics
    See also Journal Article The welfare effects of entry: the role of the input market, Journal of Economics, Springer (2009) View citations (28) (2009)

2007

42. Barriers to Diversification and Regional Allocation of Capital
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
43. Differential Taxation and Corporate Futures-Hedging
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
    See also Journal Article Differential Taxation and Corporate Futures-Hedging, FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen (2007) View citations (1) (2007)
44. German Foreign Direct Investment and Wages
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
45. Licensing by a monopolist and unionized labor market
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (2)
46. The Competitive Firm Under Price Uncertainty: The Role of Information and Hedging
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article The competitive firm under price uncertainty: the role of information and hedging, Decisions in Economics and Finance, Springer (2008) View citations (3) (2008)
47. The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article THE NEW BASEL ACCORD AND THE NATURE OF RISK: A GAME THEORETIC PERSPECTIVE, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2008) (2008)

2006

48. A Strategic Approach to Financial Options
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
49. Bankmanagement mit Value at Risk
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
50. Optimale Fakturierung im Außenhandel
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
51. UNIONIZED LABOR MARKET AND DIVISIONALIZATION
    Discussion Papers, University of Nottingham, School of Economics
52. Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article Utility functions of equivalent form and the effect of parameter changes on optimum decision making, Economic Theory, Springer (2008) View citations (9) (2008)
53. Value at risk, Equity and Diversification
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics

2005

54. Dynamic Hedging of Real Wealth Risk
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
55. Elasticity of risk aversion and international trade
    Monash Economics Working Papers, Monash University, Department of Economics View citations (3)
    See also Journal Article Elasticity of risk aversion and international trade, Economics Letters, Elsevier (2006) View citations (59) (2006)
56. Managing Credit Risk with Credit Derivatives
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article MANAGING CREDIT RISK WITH CREDIT DERIVATIVES, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2007) (2007)

2004

57. Domestic labor, foreign capital and national welfare
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
58. Labour Demand and Exchange Rate Volatility
    University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics
59. Transparency in the Interbank Market and the Volume of Bank Intermediated Loans
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article Transparency in the interbank market and the volume of bank intermediated loans, International Journal of Economic Theory, The International Society for Economic Theory (2006) View citations (2) (2006)

2003

60. A Note on Hedging a Loan Portfolio
    Discussion Paper Series, Universitaet Augsburg, Institute for Economics
61. Capital structure and the firm under uncertainty
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
62. Information, unternehmensinterne Kommunikation und Risikopolitik
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2003)
63. Managing Credit Risk with Credit and Macro Derivatives
    Discussion Paper Series, Universitaet Augsburg, Institute for Economics View citations (2)
    See also Journal Article Managing Credit Risk With Credit And Macro Derivatives, Schmalenbach Business Review (sbr), LMU Munich School of Management (2004) View citations (2) (2004)
64. Transparency in the foreign exchange market and the volume of international trade
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics
    See also Journal Article Transparency in the Foreign Exchange Market and the Volume of International Trade, Review of International Economics, Wiley Blackwell (2006) View citations (4) (2006)
65. Value at risk, bank equity and credit risk
    Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics View citations (1)
    See also Chapter Value at Risk, Bank Equity and Credit Risk, Springer Books, Springer (2005) (2005)

2002

66. Bankrisiko und Risikosteuerung mit Derivaten
    Discussion Paper Series, Universitaet Augsburg, Institute for Economics View citations (1)
67. Credit Risk and Credit Derivatives in Banking
    Discussion Paper Series, Universitaet Augsburg, Institute for Economics View citations (3)
68. Risikomanagement mit Kreditoptionen
    Discussion Paper Series, Universitaet Augsburg, Institute for Economics

2001

69. Export and direct investment as a signal in global markets
    Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University

1999

70. Efficiency Wages and Futures Markets
    IZA Discussion Papers, Institute of Labor Economics (IZA)
71. Strategic Hedging
    Working Paper Series B, Friedrich Schiller University of Jena, School of of Economics and Business Administration

1997

72. Constant relative risk aversion and form equivalence classes
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (3)
73. Hedging of exchange rate risk and regression dependence
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"

1996

74. Cross hedging in currency forward markets
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
75. The equilibrium risk premium on the forward market for foreign currency
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"

1995

76. Missing risk sharing markets and the benefits of cross hedging in developing countries
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
    See also Journal Article Missing risk sharing markets and the benefits of cross-hedging in developing countries, Journal of Development Economics, Elsevier (1998) View citations (3) (1998)
77. Multiple currencies and cross hedging
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"

1994

78. Indirect Hedging of Exchange Rate Risk
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research
    See also Journal Article Indirect hedging of exchange rate risk, Journal of International Money and Finance, Elsevier (1995) View citations (38) (1995)

1992

79. On generating efficiency through public-private joint ventures
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"

1991

80. Exchange rate uncertainty, futures markets and the multinational firm
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)
    See also Journal Article Exchange rate uncertainty, futures markets and the multinational firm, European Economic Review, Elsevier (1992) View citations (49) (1992)
81. Hedging export revenue risk using futures and options
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
82. Hedging with synthetical forwards and the export decision
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
83. International investments and exchange rate risk
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)
    See also Journal Article International investments and exchange rate risk, European Journal of Political Economy, Elsevier (1992) View citations (5) (1992)
84. International production, investments and borrowing with exchange rate risk and futures markets
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
85. Optimal Hedging By Firms with Multiple sources of Risky Income
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research View citations (1)
    Also in Working Papers, Tel Aviv - the Sackler Institute of Economic Studies (1991) View citations (1)

1990

86. The effect of forward markets and currency options on international trade
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy"
87. Two-Country Firm: Exchange Rate Uncertainty and Futures Markets
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research View citations (1)

1988

88. International Cooperation and Intra-Industrial Transactions
    MPRA Paper, University Library of Munich, Germany View citations (1)
89. Intra-Industry Trade and Differences in Technology
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Intra-industry Trade and Differences in Technology, Scottish Journal of Political Economy, Scottish Economic Society (1988) View citations (3) (1988)
90. Market Behaviour, Information Asymmetries and Product Qualities
    MPRA Paper, University Library of Munich, Germany

1987

91. German multinationals
    Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy" View citations (1)
92. West Germany - Expanding Where The Markets Are
    MPRA Paper, University Library of Munich, Germany View citations (3)

1986

93. Collateral in Banking Policy and Adverse Selection
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Collateral in Banking Policy and Adverse Selection, The Manchester School of Economic & Social Studies, University of Manchester (1986) View citations (1) (1986)
94. Comparative Advantage and Trade Patterns
    MPRA Paper, University Library of Munich, Germany View citations (2)
95. Indian Industrialisation, Multinational Enterprises and Gains from Trade
    MPRA Paper, University Library of Munich, Germany View citations (2)

1985

96. Developing Countries in Light of Intra-Trade
    MPRA Paper, University Library of Munich, Germany View citations (4)
97. International Division of Labour and Intra-Trade
    MPRA Paper, University Library of Munich, Germany View citations (4)
98. Marktverhalten bei Qualitätsunsicherheit
    (Market behavior under capital uncertainty)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Hedging and the regret theory of the firm
   Decisions in Economics and Finance, 2024, 47, (1), 259-273

2022

2. Deutsche Investmentfonds und die Folgen des Krieges
   ifo Schnelldienst, 2022, 75, (06), 46-50
3. Market risk, value-at-risk and exponential weighting
   Economics and Business Review, 2022, 8, (2), 80-91 View citations (1)

2021

4. Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach
   The European Journal of Finance, 2021, 27, (8), 752-773 View citations (4)

2020

5. Regret aversion and asymmetric price distribution
   The Journal of Economic Asymmetries, 2020, 21, (C)
6. Risk preferences estimation of exporting firms under exchange rate uncertainty
   Scottish Journal of Political Economy, 2020, 67, (1), 126-136 View citations (6)
7. Strategic option pricing
   Economics and Business Review, 2020, 6, (3), 118-129
   See also Working Paper Strategic option pricing, CEPIE Working Papers (2020) (2020)

2019

8. Globalization, inequality and economic policy
   Economics and Business Review, 2019, 5, (1), 3-11 View citations (3)
9. Market transparency and international allocation of capital
   Asia-Pacific Journal of Regional Science, 2019, 3, (2), 421-429

2018

10. Ambiguity preferences, risk taking and the banking firm
    Eurasian Economic Review, 2018, 8, (3), 343-353 View citations (3)

2017

11. International trade and firms' attitude towards risk
    Economic Modelling, 2017, 64, (C), 69-73 View citations (10)

2016

12. Regret theory and the competitive firm revisited
    Eurasian Economic Review, 2016, 6, (3), 481-487 View citations (2)
13. The Impact of Regret on Exports
    German Economic Review, 2016, 17, (2), 192-205 View citations (1)
    Also in German Economic Review, 2016, 17, (2), 192-205 (2016) View citations (3)

2015

14. Consumption, inflation risk and dynamic hedging
    Contemporary Economics, 2015, 9, (2) View citations (1)
15. Exchange Rate Risk and the Impact of Regret on Trade
    Open Economies Review, 2015, 26, (1), 109-119 View citations (12)
16. Futures hedging with basis risk and expectation dependence
    International Review of Economics, 2015, 62, (3), 213-221 View citations (5)
17. The banking firm and risk taking in a two-moment decision model
    Economic Modelling, 2015, 50, (C), 275-280 View citations (39)
18. The impact of inflation risk on forward trading and production
    Portuguese Economic Journal, 2015, 14, (1), 65-73 View citations (1)
    See also Working Paper The impact of inflation risk on forward trading and production, Dresden Discussion Paper Series in Economics (2014) (2014)
19. The incentive to trade under ambiguity aversion
    The Journal of Economic Asymmetries, 2015, 12, (2), 190-196 View citations (3)
20. Trade and cross hedging exchange rate risk
    International Economics and Economic Policy, 2015, 12, (4), 509-520 View citations (2)

2014

21. Collateral in banking policy: On the possibility of signaling
    Mathematical Social Sciences, 2014, 71, (C), 137-141 View citations (2)
22. Transparency and Risk Sharing in International Trade
    Manchester School, 2014, 82, (6), 716-731 View citations (3)

2013

23. Price Risk and Risk Management in Agriculture
    Contemporary Economics, 2013, 7, (2) View citations (7)
24. Regional investment under uncertain costs of location
    The Annals of Regional Science, 2013, 51, (3), 645-657 View citations (1)
    See also Working Paper Regional investment under uncertain costs of location, Dresden Discussion Paper Series in Economics (2012) (2012)
25. The firm under uncertainty: real and financial decisions
    Decisions in Economics and Finance, 2013, 36, (2), 125-136 View citations (8)

2012

26. BERTRAND VERSUS COURNOT COMPETITION IN A VERTICAL STRUCTURE: A NOTE
    Manchester School, 2012, 80, (5), 545-559 View citations (35)
27. Banking Firm, Equity and Value at Risk
    Contemporary Economics, 2012, 6, (4) View citations (5)
28. Financial intermediation and endogenous risk in the banking sector
    Economic Modelling, 2012, 29, (5), 1618-1622 View citations (5)
29. Modernisierung in Russland: Eine Befragung von deutschen Unternehmen in Russland
    ifo Dresden berichtet, 2012, 19, (04), 39-44

2011

30. Capital mobility, skill formation and polarization
    Economic Modelling, 2011, 28, (4), 1902-1906 View citations (19)
31. Export, Exchange Rate Risk and Hedging: The Duopoly Case
    German Economic Review, 2011, 12, (4), 490-502 View citations (6)
    Also in German Economic Review, 2011, 12, (4), 490-502 (2011)
32. Liquidity constrained exporters and trade
    Economics Letters, 2011, 111, (1), 26-29 View citations (3)

2010

33. Banking firm and hedging over the business cycle
    Portuguese Economic Journal, 2010, 9, (1), 29-33 View citations (6)
34. Clustering in Dresden
    European Planning Studies, 2010, 19, (6), 949-965 View citations (1)
35. Die Handelskosten von Deutschland
    Review of Economics, 2010, 61, (2), 156-170 View citations (2)
36. Die Handelskosten von Sachsen
    ifo Dresden berichtet, 2010, 17, (06), 17-22 View citations (1)
37. Exchange rate volatility, international trade and labour demand
    International Economics and Economic Policy, 2010, 7, (4), 423-436 View citations (3)
38. Spatial Allocation of Capital: The Role of Risk Preferences
    Spatial Economic Analysis, 2010, 5, (4), 389-398 View citations (2)
    See also Working Paper Spatial allocation of capital: The role of risk preferences, Dresden Discussion Paper Series in Economics (2010) View citations (2) (2010)

2009

39. DYNAMIC HEDGING OF INFLATION RISK
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-13
40. Export and Strategic Currency Hedging
    Open Economies Review, 2009, 20, (5), 717-732 View citations (4)
41. Fakturierung im sächsischen Außenhandel
    ifo Dresden berichtet, 2009, 16, (04), 45-48
42. Modelling information and hedging: The exporting firm
    Economic Modelling, 2009, 26, (5), 974-977 View citations (7)
    See also Working Paper Modelling information and hedging: the exporting firm, Dresden Discussion Paper Series in Economics (2009) View citations (7) (2009)
43. Real exchange-rate uncertainty and US foreign direct investment: an empirical analysis
    Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (3), 513-530 View citations (32)
44. The welfare effects of entry: the role of the input market
    Journal of Economics, 2009, 98, (3), 189-201 View citations (28)
    See also Working Paper The welfare effects of entry: the role of the input market, Discussion Papers (2008) (2008)

2008

45. THE NEW BASEL ACCORD AND THE NATURE OF RISK: A GAME THEORETIC PERSPECTIVE
    Annals of Financial Economics (AFE), 2008, 04, (01), 1-22
    See also Working Paper The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective, Dresden Discussion Paper Series in Economics (2007) (2007)
46. The competitive firm under price uncertainty: the role of information and hedging
    Decisions in Economics and Finance, 2008, 31, (1), 1-11 View citations (3)
    See also Working Paper The Competitive Firm Under Price Uncertainty: The Role of Information and Hedging, Dresden Discussion Paper Series in Economics (2007) (2007)
47. Unionized labor market and licensing by a monopolist
    Journal of Economics, 2008, 93, (1), 59-79 View citations (24)
48. Utility functions of equivalent form and the effect of parameter changes on optimum decision making
    Economic Theory, 2008, 34, (3), 401-414 View citations (9)
    See also Working Paper Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making, Dresden Discussion Paper Series in Economics (2006) (2006)
49. Wages, Employment and Futures Markets
    Finnish Economic Papers, 2008, 21, (2), 118-123
50. Wechselkursrisiko und Risikopolitik in internationalen Unternehmen
    Review of Economics, 2008, 59, (1), 23-30

2007

51. Differential Taxation and Corporate Futures-Hedging
    FinanzArchiv: Public Finance Analysis, 2007, 63, (4), 583-590 View citations (1)
    See also Working Paper Differential Taxation and Corporate Futures-Hedging, Dresden Discussion Paper Series in Economics (2007) View citations (1) (2007)
52. Fakturierung im Außenhandel
    ifo Dresden berichtet, 2007, 14, (03), 23-28 View citations (1)
53. MANAGING CREDIT RISK WITH CREDIT DERIVATIVES
    Annals of Financial Economics (AFE), 2007, 03, (01), 1-13
    See also Working Paper Managing Credit Risk with Credit Derivatives, MPRA Paper (2005) View citations (1) (2005)
54. Welfare Effects of Foreign Direct Investment: Cost Saving vs. Signaling
    Journal of Economics, 2007, 90, (1), 29-43 View citations (5)

2006

55. BANKING AND THE ADVANTAGE OF HEDGING
    Annals of Financial Economics (AFE), 2006, 02, (01), 1-11
56. CROSS‐HEDGING OF EXCHANGE RATE RISKS: A NOTE*
    The Japanese Economic Review, 2006, 57, (3), 449-453 View citations (1)
57. Elasticity of risk aversion and international trade
    Economics Letters, 2006, 92, (1), 126-130 View citations (59)
    See also Working Paper Elasticity of risk aversion and international trade, Monash Economics Working Papers (2005) View citations (3) (2005)
58. Multinationals, Hedging, and Capital Structure under Exchange Rate Uncertainty
    Open Economies Review, 2006, 17, (1), 103-114 View citations (6)
59. Transparency in the Foreign Exchange Market and the Volume of International Trade
    Review of International Economics, 2006, 14, (4), 571-581 View citations (4)
    See also Working Paper Transparency in the foreign exchange market and the volume of international trade, Dresden Discussion Paper Series in Economics (2003) (2003)
60. Transparency in the interbank market and the volume of bank intermediated loans
    International Journal of Economic Theory, 2006, 2, (2), 123-133 View citations (2)
    See also Working Paper Transparency in the Interbank Market and the Volume of Bank Intermediated Loans, Dresden Discussion Paper Series in Economics (2004) (2004)

2005

61. FOREIGN INVESTMENT AND THE ROLE OF JOINT VENTURES
    South African Journal of Economics, 2005, 73, (3), 474-481
62. Wechselkurs und Wettbewerbsfähigkeit der sächsischen Wirtschaft
    ifo Dresden berichtet, 2005, 12, (05), S.12-17

2004

63. Managing Credit Risk With Credit And Macro Derivatives
    Schmalenbach Business Review (sbr), 2004, 56, (4), 360-378 View citations (2)
    See also Working Paper Managing Credit Risk with Credit and Macro Derivatives, Discussion Paper Series (2003) View citations (2) (2003)
64. Optimal hedge ratio and elasticity of risk aversion
    Economics Bulletin, 2004, 6, (5), 1-7
65. Price uncertainty, future markets and correlation
    International Economic Journal, 2004, 18, (2), 237-243

2003

66. Value at Risk and Bank Equity / Value at Risk und Eigenkapitalausstattung von Banken
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2003, 223, (2), 129-135

2002

67. Imperfect Forward Markets and Hedging
    Economic Notes, 2002, 31, (1), 143-154
68. Optimal full-hedging under state-dependent preferences
    The Quarterly Review of Economics and Finance, 2002, 42, (5), 937-943 View citations (11)

2001

69. Hedging and Nonlinear Risk Exposure
    Oxford Economic Papers, 2001, 53, (2), 281-96 View citations (12)
70. Inflation Risk, Hedging, and Exports
    Review of Development Economics, 2001, 5, (3), 355-362 View citations (5)
71. International trade and hedging in economies in transition
    Economic Systems, 2001, 25, (2), 149-159 View citations (6)
72. Mehr Freihandel oder vermindertes Liberalisierungstempo - Welche Ergebnisse sind von der WTO-Konferenz zu erwarten?
    ifo Schnelldienst, 2001, 54, (21), 03-10

2000

73. Bankrisiko, Zinsmargen und flexibles Futures-Hedging
    Swiss Journal of Economics and Statistics (SJES), 2000, 136, (II), 147-160 View citations (2)
74. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (3), 560-571
75. Market structure and multiperiod hedging
    International Review of Economics & Finance, 2000, 9, (4), 291-298 View citations (6)
76. The preferred hedge instrument
    Economics Letters, 2000, 66, (1), 85-91 View citations (19)

1999

77. Export as an Option
    International Economic Journal, 1999, 13, (1), 19-26 View citations (10)
78. Exports and Indirect Hedging of Foreign Currency Risk
    The Japanese Economic Review, 1999, 50, (3), 356-362 View citations (5)
79. Hedging exchange rate risk: The multiperiod case
    Research in Economics, 1999, 53, (4), 365-380 View citations (8)
80. Hedging with mismatched currencies
    Journal of Futures Markets, 1999, 19, (8), 859-875 View citations (4)
81. Multiple Currencies and Hedging
    Economica, 1999, 66, (264), 421-432

1998

82. Export and Hedging Decision with State-Dependent Utility
    International Review of Economics & Finance, 1998, 7, (3), 247-253 View citations (8)
83. International Trade and the Risk Premium in the Currency Forward Market
    Journal of Economic Integration, 1998, 13, 662-672 View citations (1)
84. Missing risk sharing markets and the benefits of cross-hedging in developing countries
    Journal of Development Economics, 1998, 55, (1), 43-56 View citations (3)
    See also Working Paper Missing risk sharing markets and the benefits of cross hedging in developing countries, Discussion Papers, Series II (1995) (1995)

1997

85. Cross hedging in currency forward markets: A note
    Journal of Futures Markets, 1997, 17, (4), 475-482 View citations (6)
86. Exchange Rate Risk, Export and Hedging
    International Journal of Finance & Economics, 1997, 2, (2), 145-50 View citations (1)
87. Export Flexibility and Hedging
    Bulletin of Economic Research, 1997, 49, (3), 205-11 View citations (6)
88. Targeting Sectors for Foreign Capital Inflow in a Small Developing Economy
    Review of International Economics, 1997, 5, (1), 101-06 View citations (13)

1996

89. Cross-Hedging of Exchange-Rate Risk
    Review of International Economics, 1996, 4, (3), 282-86 View citations (8)

1995

90. A theory of overseas joint ventures
    Economics Letters, 1995, 47, (3-4), 367-370 View citations (14)
91. Der Einfluss nicht-hedgebarer Risiken auf Export- und Risikopolitik
    Swiss Journal of Economics and Statistics (SJES), 1995, 131, (I), 121-131
92. Export Production and Imperfect Hedging
    Swiss Journal of Economics and Statistics (SJES), 1995, 131, (III), 559-566
93. Indirect hedging of exchange rate risk
    Journal of International Money and Finance, 1995, 14, (5), 667-678 View citations (38)
    See also Working Paper Indirect Hedging of Exchange Rate Risk, Foerder Institute for Economic Research Working Papers (1994) (1994)

1994

94. Capital markets, the separation property and hedging
    Economics Letters, 1994, 44, (1-2), 165-168
95. Foreign Production and Forward Markets
    Australian Economic Papers, 1994, 33, (62), 1-6 View citations (13)

1993

96. Foreign production and international hedging in a multinational firm
    Open Economies Review, 1993, 4, (4), 425-432
97. Multinational Firm, Foreign Production, and Hedging Behaviour
    Scottish Journal of Political Economy, 1993, 40, (1), 116-23 View citations (1)
98. Wechselkursrisiken und internationale Unternehmenspolitik
    Homo Oeconomicus, 1993, 10, 219-222

1992

99. Exchange rate uncertainty, futures markets and the multinational firm
    European Economic Review, 1992, 36, (4), 815-826 View citations (49)
    See also Working Paper Exchange rate uncertainty, futures markets and the multinational firm, Discussion Papers, Series II (1991) View citations (1) (1991)
100. International Capital Market, Currency Forward Contract and the Export Decision
     Swiss Journal of Economics and Statistics (SJES), 1992, 128, (II), 125-131
101. International investments and exchange rate risk
     European Journal of Political Economy, 1992, 8, (1), 31-40 View citations (5)
     See also Working Paper International investments and exchange rate risk, Discussion Papers, Series II (1991) View citations (1) (1991)
102. Optimal hedging by firms with multiple sources of risky revenues
     Economics Letters, 1992, 39, (4), 473-477 View citations (10)
103. The Effect of Forward Markets on Multinational Firms
     Bulletin of Economic Research, 1992, 44, (3), 233-40 View citations (14)

1988

104. Intra-industry Trade and Differences in Technology
     Scottish Journal of Political Economy, 1988, 35, (4), 399-403 View citations (3)
     See also Working Paper Intra-Industry Trade and Differences in Technology, MPRA Paper (1988) View citations (3) (1988)

1986

105. Collateral in Banking Policy and Adverse Selection
     The Manchester School of Economic & Social Studies, 1986, 54, (4), 357-66 View citations (1)
     See also Working Paper Collateral in Banking Policy and Adverse Selection, MPRA Paper (1986) View citations (1) (1986)

1985

106. International Division of Labour and Intra¬Trade - Divisione internazionale del lavoro e commercio intra-industriale
     Economia Internazionale / International Economics, 1985, 38, (2), 161-166

Books

2012

1. Risikomanagement im Unternehmen
   Springer Books, Springer

Chapters

2006

1. European Labour Markets: From Low to High Labour Demand Elasticities
   Springer

2005

2. Value at Risk, Bank Equity and Credit Risk
   Springer
   See also Working Paper Value at risk, bank equity and credit risk, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics (2003) View citations (1) (2003)

2004

3. Unternehmerisches Risikomanagement und gesetzliche Anforderungen
   Chapter 3 in List Forum Band 30, 2004, vol. 1, pp 41-48

1999

4. Real Assets, Financial Assets, and Fisher Separation
   Chapter 15 in The Economics of Irving Fisher, 1999, pp 310-325