Interactive Trilateral Foreign Exchange Exposure : Insights from Scenario Analysis

In interactive trilateral foreign exchange (FX) exposure, a company's exposures to two foreign currencies depend on the two currencies' FX rate with each other. This study uses scenario analysis to get a better understanding of interactive FX exposure and potential financial hedging solutions. A pro forma simulation analysis of FX rate innovations generates observations for multivariate regression estimates of the FX exposures to two foreign currencies. The scenarios show how these estimates guide a helpful financial hedging strategy

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Year of publication:	2019
Authors:	O'Brien, Thomas J.
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Szenariotechnik \| Scenario analysis \| Währungsrisiko \| Exchange rate risk \| Währungsmanagement \| Foreign exchange management

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