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Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty

Lehrbass, Frank - In: Journal of economics 59 (1994) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10001167140

A simple approach to country risk

Lehrbass, Frank - In: Measuring risk in complex stochastic systems, (pp. 33-67). 2000

Persistent link: https://www.econbiz.de/10001579706

Deep learning diagnostics - how to avoid being fooled by TensorFlow, PyTorch, or MXNet with the help of modern econometrics

Lehrbass, Frank - 2021

Persistent link: https://www.econbiz.de/10012520299

Risk sharing markets and international trade : a comment

Lehrbass, Frank - In: Jahrbücher für Nationalökonomie und Statistik (1994), pp. 230-238

Persistent link: https://www.econbiz.de/10001155448

Default probabilities in structured commodity finance

Kluge, Daniel; Lehrbass, Frank - In: Credit risk : measurement, evaluation and management ; …, (pp. 139-147). 2003

Persistent link: https://www.econbiz.de/10002001853

Some remarks on the analysis of asset-backed securities

Kluge, Daniel; Lehrbass, Frank - In: CreditRisk+ in the banking industry, (pp. 311-323). 2004

Persistent link: https://www.econbiz.de/10002108708

A rationalist explanation of Russian risk-taking

Lehrbass, Frank; Weinhold, Valentin - In: The Economics of peace and security journal : Eps journal 11 (2016) 1, pp. 5-11

Persistent link: https://www.econbiz.de/10011491847

Risk Sharing Markets and International Trade – A Comment

Lehrbass, Frank - 2014

We consider an exporting firm facing FX risk. We show that FX options are not used for hedging, if there is no ex-post production flexibility. Hence, in the standard setting of having no ex-post optionality, hedging with forwards is the best choice.The value of FX options for hedging arises as...

Persistent link: https://www.econbiz.de/10013060727

Deviations from covered interest rate parity : the case of British pound sterling versus euro

Lehrbass, Frank; Schuster, Thamara Sandra - In: The journal of financial data science 3 (2021) 1, pp. 140-151

Persistent link: https://www.econbiz.de/10012486258

Deep Learning Diagnostics ‒ How to Avoid Being Fooled by TensorFlow, PyTorch, or MXNet with the Help of Modern Econometrics

Lehrbass, Frank; FOM Hochschule für Oekonomie & … - 2021

Training a Multi-Layer Perceptron (MLP) to achieve a minimum level of MSE is akin to doing Non-Linear Regression (NLR). Therefore, we use available econometric theory and the corresponding tools in R. Only if certain assumptions about the error term in the Data Generating Process are in place,...

Persistent link: https://www.econbiz.de/10012819804