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Exposure to foreign exchange risk: A multi‐currency extension
Author(s) -
Schnabel Jacques A.
Publication year - 1989
Publication title -
managerial and decision economics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.288
H-Index - 51
eISSN - 1099-1468
pISSN - 0143-6570
DOI - 10.1002/mde.4090100411
Subject(s) - extension (predicate logic) , currency , foreign exchange risk , monetary economics , foreign exchange , economics , foreign exchange swap , business , international economics , computer science , programming language
The Adler‐Dumas simple regression approach to foreign exchange exposure measurement and hedging is extended to the case of exposure to many currencies.