Dynamic analysis of an open economy and foreign exchange risk management using path-dependent options

The continuing trend towards greater globalization and interdependency of the world economies offers opportunities for long-run efficiency gains for all economies but poses short-run risks for firms operating in international arenas. Recession, inflation, interest rates and exchange rates in a forei...

Full description

Bibliographic Details
Main Author: Tsu, Maria E.
Other Authors: Economics
Format: Others
Language:en
Published: Virginia Tech 2014
Subjects:
Online Access:http://hdl.handle.net/10919/43188
http://scholar.lib.vt.edu/theses/available/etd-06112009-063829/