Welfare Effects of Transparency in Foreign Exchange Markets: the Role of Hedging Opportunities

B-Tier
Journal: Review of International Economics
Year: 2003
Volume: 11
Issue: 3
Pages: 453-463

Authors (2)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

The paper studies the impact of more transparency on the risk‐sharing opportunities in the foreign exchange market and the associated implications on ex ante welfare. Transparency is measured in this model by the informational content of publicly observable signals about exchange rate developments. The authors find that in this model more transparency improves welfare in economies that are poorly endowed with capital and/or where investors are not very risk‐averse, while welfare is reduced in economies with large capital endowments and/or where investors are highly risk‐averse.

Technical Details

RePEc Handle
repec:bla:reviec:v:11:y:2003:i:3:p:453-463
Journal Field
International
Author Count
2
Added to Database
2026-01-25