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Erroneous and Valid Reasons for Hedging Foreign Exchange Rate Exposure · Study

ReportErroneous and Valid Reasons for Hedging Foreign Exchange Rate Exposure

Maurice David Levi2008

OA

Reportgreen2008

Erroneous and Valid Reasons for Hedging Foreign Exchange Rate Exposure

Maurice David Levi · Piet M. F. A. Sercu

30 citations·0/0 files stored·Lirias

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Risk Management in Financial Firms International Business and FDI Global Financial Crisis and Policies

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References

1984An investigation of risk and return in forward foreign exchange 1984Tests of rational expectations and no risk premium in forward exchange markets 1988The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach

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1994Managing Foreign Exchange Rate Economic Exposure

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1991International asset pricing and equity market riskarticle · 3 shared references 1989Tests of international CAPM with time‐varying covariancesarticle · 2 shared references 1987Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approacharticle · 2 shared references 1987Tests of the martingale hypothesis for foreign currency futures with time-varying volatilityarticle · 2 shared references 1988Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticityarticle · 2 shared references 1986Foreign exchange market efficiency tests: Implications of recent empirical findingsarticle · 2 shared references

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Year2008

Typereport

Published2008-10-25

VenueLirias

Languageen

Citations30

Files0 public / 0

ShelfRisk Management in Financial Firms

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openalex_workW2371063448

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