Why Firms Use Currency Derivatives.

A-Tier
Journal: Journal of Finance
Year: 1997
Volume: 52
Issue: 4
Pages: 1323-54

Authors (3)

Geczy, Christopher (University of Pennsylvania) Minton, Bernadette A (not in RePEc) Schrand, Catherine (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

The authors examine the use of currency derivatives in order to differentiate among existing theories of hedging behavior. Firms with greater growth opportunities and tighter financial constraints are more likely to use currency derivatives. This result suggests that firms might use derivatives to reduce cash flow variation that might otherwise preclude firms from investing in valuable growth opportunities. Firms with extensive foreign exchange-rate exposure and economies of scale in hedging activities are also more likely to use currency derivatives. Finally, the source of foreign exchange-rate exposures is an important factor in the choice among types of currency derivatives. Copyright 1997 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:52:y:1997:i:4:p:1323-54
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25