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Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach

Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas; … - In: The European journal of finance 27 (2021) 8, pp. 752-773

Persistent link: https://www.econbiz.de/10012516131

The impact of inflation risk on forward trading and production

Broll, Udo; Kit, Pong Wong - 2014

This note examines the behavior of a competitive firm that faces joint price and inflation risk. Given that the price … risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for … inflation risk, it is not the case when the inflation risk prevails. In contrast to the conventional wisdom, forward hedging …

Persistent link: https://www.econbiz.de/10011521691

The impact of inflation risk on forward trading and production

Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 14 (2015) 1/3, pp. 65-73

Persistent link: https://www.econbiz.de/10011446101

Exchange rate volatility and exports : estimation of firms risk preferences

Broll, Udo; Mukherjee, Soumyatanu; Sensarma, Rudra - 2017

In this companion paper to Broll and Mukherjee (2017), we empirically analyse how exchange rate volatilities affect firms optimal production and exporting decisions. The firms elasticity of risk aversion determines the direction of the impact of exchange rate risk on exports. Based on a flexible...

Persistent link: https://www.econbiz.de/10011638802