• DocumentCode
    922435
  • Title

    Exchange-rate fluctuations and transaction exposure in the multinational corporation

  • Author

    Babbel, D.F.

  • Author_Institution
    University of California, Finance & International Business Department, Graduate School of Business Administration, Berkeley, USA
  • Volume
    129
  • Issue
    4
  • fYear
    1982
  • fDate
    6/1/1982 12:00:00 AM
  • Firstpage
    261
  • Lastpage
    264
  • Abstract
    Exchange-rate fluctuations can cause variations in the economic value of a firm conducting business in more than one currency. The paper examines the problem in a mean-variance framework. Strategies are derived for the preferred instrument of exchange-rate exposure management and the optimal degree of maintained exposure.
  • Keywords
    economics; management; economics; exchange rate fluctuations; exchange-rate exposure management; mean-variance; multinational corporation; transaction exposure;
  • fLanguage
    English
  • Journal_Title
    Physical Science, Measurement and Instrumentation, Management and Education - Reviews, IEE Proceedings A
  • Publisher
    iet
  • ISSN
    0143-702X
  • Type

    jour

  • DOI
    10.1049/ip-a-1.1982.0049
  • Filename
    4645444