Modelling information and hedging: The exporting firm

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

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
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.
Stichworte
Information; Exchange rate risk; Trade; Hedging; Transparency
Erscheinungsjahr
2009
Zeitschriftentitel
ECONOMIC MODELLING
Band
26
Ausgabe
5
Seite(n)
974-977
ISSN
0264-9993
Page URI
https://pub.uni-bielefeld.de/record/1591149

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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. https://doi.org/10.1016/j.econmod.2009.03.005
Eckwert, Bernhard, and Broll, Udo. 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.
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