Exports and hedging exchange rate risks: The multi-country case

Article Abstract:

Research studying hedging decision, optimal production, and export allocation of an international company exporting to foreign markets with differing currencies are presented. Reference is made to the risks connected with multiple exchange rates.

Finance, Exports, Foreign exchange, International finance

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Minimum-variance futures hedging under alternative return specifications

Article Abstract:

The minimum variance hedging ratio when computed from alternative return specifications is examined. It is concluded that incorrect application of the conventional hedge ratio can substantially reduce hedging performance.

United Kingdom

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Optimal hedging of contingent exposure: The importance of a risk premium

Article Abstract:

Research is presented that investigates how an economic agent's optimal hedging decision, with non-marketed exposure, is affected by a non-zero risk premium.

Risk (Economics), Financial management

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