Modelling information and hedging: The exporting firm

C-Tier
Journal: Economic Modeling
Year: 2009
Volume: 26
Issue: 5
Pages: 974-977

Authors (2)

Broll, Udo Eckwert, Bernhard (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecmode:v:26:y:2009:i:5:p:974-977
Journal Field
General
Author Count
2
Added to Database
2026-01-24