Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567223920> ?p ?o ?g. }
- W1567223920 abstract "This paper compares a number of strategies for managing foreign exchange exposures. The strategies are never hedging, hedging every exposure using a forward exchange contract, and hedging on selective occasions using a forward exchange contract. With regard to the selective hedging, the decision as to whether to hedge or not depends on the future spot exchange rate as determined by a number of forecasting techniques. The techniques include the random walk, the large premia model and a volatility model. The paper considers the USD vis a vis the AUD, SGD and JPY. The results are mixed and show that for the period 1992 to 2003 the Australian exporter is better off always hedging while the Singapore and Japanese exporters are better off never hedging. The various management strategies are compared using Sharpe’s model and the minimum variance model though it seems the results are not sensitive to use of either." @default.
- W1567223920 created "2016-06-24" @default.
- W1567223920 creator A5022204255 @default.
- W1567223920 date "2003-11-20" @default.
- W1567223920 modified "2023-09-27" @default.
- W1567223920 title "Hedging versus not hedging: strategies for managing foreign exchange transaction exposure" @default.
- W1567223920 cites W132515260 @default.
- W1567223920 cites W1480685866 @default.
- W1567223920 cites W1486881122 @default.
- W1567223920 cites W1490282800 @default.
- W1567223920 cites W1491220121 @default.
- W1567223920 cites W1493203288 @default.
- W1567223920 cites W1494327179 @default.
- W1567223920 cites W149711911 @default.
- W1567223920 cites W1506117397 @default.
- W1567223920 cites W1508079813 @default.
- W1567223920 cites W1512387664 @default.
- W1567223920 cites W1519428516 @default.
- W1567223920 cites W1521085939 @default.
- W1567223920 cites W1525732408 @default.
- W1567223920 cites W1527823214 @default.
- W1567223920 cites W1533777916 @default.
- W1567223920 cites W1541607993 @default.
- W1567223920 cites W1556487974 @default.
- W1567223920 cites W1572930125 @default.
- W1567223920 cites W1575668198 @default.
- W1567223920 cites W1577214674 @default.
- W1567223920 cites W1580867527 @default.
- W1567223920 cites W1587795030 @default.
- W1567223920 cites W1595855855 @default.
- W1567223920 cites W1597800831 @default.
- W1567223920 cites W1599832265 @default.
- W1567223920 cites W1601294630 @default.
- W1567223920 cites W1601646692 @default.
- W1567223920 cites W1604966242 @default.
- W1567223920 cites W168537502 @default.
- W1567223920 cites W174585505 @default.
- W1567223920 cites W176445497 @default.
- W1567223920 cites W187555069 @default.
- W1567223920 cites W1988669463 @default.
- W1567223920 cites W2009474007 @default.
- W1567223920 cites W2018501049 @default.
- W1567223920 cites W2046782869 @default.
- W1567223920 cites W2076234986 @default.
- W1567223920 cites W2082981845 @default.
- W1567223920 cites W2086180578 @default.
- W1567223920 cites W2092425083 @default.
- W1567223920 cites W2114016074 @default.
- W1567223920 cites W2130535983 @default.
- W1567223920 cites W2149453545 @default.
- W1567223920 cites W2161310524 @default.
- W1567223920 cites W2163580009 @default.
- W1567223920 cites W2170146490 @default.
- W1567223920 cites W26777651 @default.
- W1567223920 cites W3122132637 @default.
- W1567223920 cites W3122522311 @default.
- W1567223920 cites W3124064917 @default.
- W1567223920 cites W3124240960 @default.
- W1567223920 cites W3124333188 @default.
- W1567223920 cites W3125912148 @default.
- W1567223920 cites W3126053370 @default.
- W1567223920 cites W36599569 @default.
- W1567223920 cites W51348025 @default.
- W1567223920 cites W78129159 @default.
- W1567223920 cites W120523935 @default.
- W1567223920 cites W1968088982 @default.
- W1567223920 hasPublicationYear "2003" @default.
- W1567223920 type Work @default.
- W1567223920 sameAs 1567223920 @default.
- W1567223920 citedByCount "4" @default.
- W1567223920 countsByYear W15672239202013 @default.
- W1567223920 countsByYear W15672239202015 @default.
- W1567223920 countsByYear W15672239202021 @default.
- W1567223920 crossrefType "posted-content" @default.
- W1567223920 hasAuthorship W1567223920A5022204255 @default.
- W1567223920 hasConcept C106159729 @default.
- W1567223920 hasConcept C106306483 @default.
- W1567223920 hasConcept C131562839 @default.
- W1567223920 hasConcept C139938925 @default.
- W1567223920 hasConcept C149782125 @default.
- W1567223920 hasConcept C162324750 @default.
- W1567223920 hasConcept C165705269 @default.
- W1567223920 hasConcept C175223733 @default.
- W1567223920 hasConcept C18903297 @default.
- W1567223920 hasConcept C199360897 @default.
- W1567223920 hasConcept C2776988154 @default.
- W1567223920 hasConcept C2780821815 @default.
- W1567223920 hasConcept C2983132609 @default.
- W1567223920 hasConcept C2984239701 @default.
- W1567223920 hasConcept C38904191 @default.
- W1567223920 hasConcept C41008148 @default.
- W1567223920 hasConcept C556758197 @default.
- W1567223920 hasConcept C70771513 @default.
- W1567223920 hasConcept C75949130 @default.
- W1567223920 hasConcept C86803240 @default.
- W1567223920 hasConcept C91602232 @default.
- W1567223920 hasConceptScore W1567223920C106159729 @default.
- W1567223920 hasConceptScore W1567223920C106306483 @default.
- W1567223920 hasConceptScore W1567223920C131562839 @default.
- W1567223920 hasConceptScore W1567223920C139938925 @default.