Modelling information and hedging: The exporting firm

Eckwert B, Broll U (2009)
ECONOMIC MODELLING 26(5): 974-977.

Journal Article | Published | English

No fulltext has been uploaded

Author
;
Abstract
The paper examines the economic role of modelling information on the decision problem of an exporting firm under exchange rate risk and hedging. Information is described in terms of market transparency, i.e., a publicly observable signal conveys more information about the random foreign exchange rate. We analyze the interaction between market transparency and the ex ante expected utility of the exporting firm. It is shown that more transparency on the foreign exchange market may result in higher or lower export production. (C) 2009 Elsevier B.V. All rights reserved.
Publishing Year
ISSN
PUB-ID

Cite this

Eckwert B, Broll U. Modelling information and hedging: The exporting firm. ECONOMIC MODELLING. 2009;26(5):974-977.
Eckwert, B., & Broll, U. (2009). Modelling information and hedging: The exporting firm. ECONOMIC MODELLING, 26(5), 974-977.
Eckwert, B., and Broll, U. (2009). Modelling information and hedging: The exporting firm. ECONOMIC MODELLING 26, 974-977.
Eckwert, B., & Broll, U., 2009. Modelling information and hedging: The exporting firm. ECONOMIC MODELLING, 26(5), p 974-977.
B. Eckwert and U. Broll, “Modelling information and hedging: The exporting firm”, ECONOMIC MODELLING, vol. 26, 2009, pp. 974-977.
Eckwert, B., Broll, U.: Modelling information and hedging: The exporting firm. ECONOMIC MODELLING. 26, 974-977 (2009).
Eckwert, Bernhard, and Broll, Udo. “Modelling information and hedging: The exporting firm”. ECONOMIC MODELLING 26.5 (2009): 974-977.
This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Web of Science

View record in Web of Science®

Search this title in

Google Scholar