EconPapers    
Economics at your fingertips  
 

Export Production and Imperfect Hedging

Jack E. Wahl and Udo Broll

Swiss Journal of Economics and Statistics (SJES), 1995, vol. 131, issue III, 559-566

Abstract: International firms have an incentive for risk management due to the enormous volatility of the floating foreign exchange rates. Often firms must cross hedge since in reality, not every currency is traded in a futures market. That is, the exporting firm uses futures whose value is highly correlated with the foreign exchange spot rate. The aim of our study is to examine the role of such imperfect hedging on the exporting firm's production and risk management decision.

Date: 1995
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.sjes.ch/papers/1995-III-18.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ses:arsjes:1995-iii-18

Access Statistics for this article

Swiss Journal of Economics and Statistics (SJES) is currently edited by Rafael Lalive

More articles in Swiss Journal of Economics and Statistics (SJES) from Swiss Society of Economics and Statistics (SSES) Contact information at EDIRC.
Series data maintained by Peter Steiner ().

 
Page updated 2017-09-29
Handle: RePEc:ses:arsjes:1995-iii-18