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...
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Format: | Others |
Language: | en |
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Virginia Tech
2014
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Online Access: | http://hdl.handle.net/10919/43188 http://scholar.lib.vt.edu/theses/available/etd-06112009-063829/ |