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      Exchange Rate RiskRemove Exchange Rate Risk →

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      • October 1994 (Revised November 1995)
      • Case

      N.V. Philips Electronics - Currency Hedging Policies

      By: Richard F. Meyer
      Describes Philips Electronics' policies and problems relating to foreign exchange risk and hedging. Explains centralization versus decentralization of currency hedging, economic role versus transaction role, the difficulties of capturing the necessary information... View Details
      Keywords: Business Divisions; Currency Exchange Rate; International Finance; Globalization; Policy; Information Management; Management; Problems and Challenges; Risk and Uncertainty
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      Meyer, Richard F. "N.V. Philips Electronics - Currency Hedging Policies." Harvard Business School Case 295-055, October 1994. (Revised November 1995.)
      • February 1994 (Revised July 2008)
      • Case

      Banc One Corporation: Asset and Liability Management

      By: Benjamin C. Esty, Peter Tufano and Jon Headley
      Banc One's share price has been falling recently due to analyst and investor concern over the bank's heavy use of interest rate derivatives. Dick Lodge, chief investment officer in charge of the bank's investment and derivative portfolio, must recommend to the CEO a... View Details
      Keywords: Credit Derivatives and Swaps; Financial Management; Interest Rates; Investment Portfolio; Governance Controls; Risk Management; Banking Industry
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      Esty, Benjamin C., Peter Tufano, and Jon Headley. "Banc One Corporation: Asset and Liability Management." Harvard Business School Case 294-079, February 1994. (Revised July 2008.)
      • February 1994 (Revised February 1996)
      • Case

      Union Carbide Corporation: Interest Rate Risk Management

      By: Peter Tufano
      Union Carbide's board of directors is asked to evaluate a proposal from the staff treasurer's that would articulate policies to manage its debt portfolio. The staff proposes that shareholder value will be maximized if the firm manages its exposure to interest rates by... View Details
      Keywords: Risk Management; Interest Rates; Corporate Finance; Chemical Industry
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      Tufano, Peter, and Jon Headley. "Union Carbide Corporation: Interest Rate Risk Management." Harvard Business School Case 294-057, February 1994. (Revised February 1996.)
      • 1994
      • Comment

      Exchange Rates and Corporate Strategic Management

      By: K. A. Froot
      Keywords: Currency Exchange Rate; Corporate Strategy; International Finance
      Citation
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      Froot, K. A. Comment on "Exchange Rates and Corporate Strategic Management." Exchange Rates and Corporate Performance, edited by Y. Amihud and R. Levich, 253–256. New York: Irwin Professional Publishing, 1994.
      • 1993
      • Working Paper

      Currency Hedging Over Long Horizons

      By: K. A. Froot
      This paper reexamines the widely-held wisdom that the currency exposure of international investments should be entirely hedged. It finds that the previously documented ability of hedges to reduce portfolio return variance holds at short horizons, but not at long... View Details
      Keywords: Currency; Hedging; Transaction Costs; Exchange Rates; International Markets; Real Exchange Rate; Purchasing Power Parity; International Finance; Currency Exchange Rate; Asset Pricing; Investment; Globalized Markets and Industries
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      Froot, K. A. "Currency Hedging Over Long Horizons." NBER Working Paper Series, No. 4355, May 1993. (Featured in the NBER Digest, October 1993. Harvard University, April 1993.)
      • March 1993 (Revised July 2008)
      • Case

      Liability Management at General Motors

      By: Peter Tufano
      An analyst at General Motors charged with managing the structure of the automaker's debt must decide whether and how to modify the interest rate exposure of the firm's most recent debt offering. The analyst must take into consideration GM's liability management policy... View Details
      Keywords: Borrowing and Debt; Capital Structure; Financial Management; Interest Rates; Risk Management; Auto Industry; North America
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      Tufano, Peter. "Liability Management at General Motors." Harvard Business School Case 293-123, March 1993. (Revised July 2008.)
      • 1993
      • Article

      Interest Rate Parity and the Exchange Risk Premium

      By: E. S. Mayfield and R. Murphy
      Keywords: Interest Rates; Risk and Uncertainty
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      Mayfield, E. S., and R. Murphy. "Interest Rate Parity and the Exchange Risk Premium." Economics Letters (1993).
      • September 1992 (Revised October 1992)
      • Case

      Acid Rain: The Southern Co. (B)

      By: Forest L. Reinhardt
      In addition to the issues of expected cost minimization elucidated in Acid Rain: The Southern Co. (A), problems involving regulatory uncertainty are critical to the firm's Clean Air Act compliance strategy. The regulatory uncertainty affects, and is affected by, the... View Details
      Keywords: Energy Generation; Business Strategy; Environmental Sustainability; Cost vs Benefits; Risk and Uncertainty; Strategic Planning; Investment Return; Government Legislation; Wastes and Waste Processing; Business and Government Relations; Utilities Industry; Energy Industry; United States
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      Reinhardt, Forest L. "Acid Rain: The Southern Co. (B)." Harvard Business School Case 793-040, September 1992. (Revised October 1992.)
      • 1992
      • Chapter

      Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

      By: J. Frankel and K. A. Froot
      Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; International Finance; Currency Exchange Rate; Asset Pricing; Forecasting and Prediction; Policy
      Citation
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      Frankel, J., and K. A. Froot. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market." In International Business Reader, edited by D. Duta. London: Oxford University Press, 1992. (Revised from IMF Working Paper No. 90/43 and NBER Working Paper No. 3470, October 1990.)
      • 1992
      • Chapter

      The EMS, the EMU and the Transition to a Common Currency

      By: K. A. Froot and K. Rogoff
      Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; International Finance; Currency Exchange Rate; Asset Pricing; Policy
      Citation
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      Froot, K. A., and K. Rogoff. "The EMS, the EMU and the Transition to a Common Currency." In Macroeconomics Annual 1991, edited by O. Blanchard and S. Fischer, 269–327. Cambridge: MIT Press, 1992. (Revised from NBER Working Paper No. 3684, January 1992.)
      • July 1992 (Revised May 1996)
      • Background Note

      Note on Commodity Futures

      By: Kenneth A. Froot, Jay O. Light and Nancy Donohue
      Describes how commodity futures work, what products and exchanges are available, and who the players in the commodity markets are. Also presents a careful discussion of the pricing of futures in commodity markets, focusing on cost of carry and risk premium approaches,... View Details
      Keywords: Futures and Commodity Futures
      Citation
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      Froot, Kenneth A., Jay O. Light, and Nancy Donohue. "Note on Commodity Futures." Harvard Business School Background Note 293-018, July 1992. (Revised May 1996.)
      • March 1992 (Revised December 1992)
      • Case

      Harley-Davidson, Inc.--1987

      By: W. Carl Kester and Julia Morley
      After an LBO and near bankruptcy in the early 1980s, Harley-Davidson makes an astonishing recovery, going public in 1986. Its listing on the New York Stock Exchange in 1987 provides the occasion of an equity analyst to publish a research report in which she must issue... View Details
      Keywords: Leveraged Buyouts; Currency Exchange Rate; Reports; Crisis Management; Going Public; Research; Competition; Auto Industry; Japan; New York (city, NY)
      Citation
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      Kester, W. Carl, and Julia Morley. "Harley-Davidson, Inc.--1987." Harvard Business School Case 292-082, March 1992. (Revised December 1992.)
      • 1992
      • Other Unpublished Work

      Government Consumption and the Real Exchange Rate: The Empirical Evidence

      By: K. A. Froot and K. Rogoff
      Keywords: Public Sector; Currencies; Exchange Rates; Currency Union; Eurozone; The Euro; Currency Exchange Rate
      Citation
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      Froot, K. A., and K. Rogoff. "Government Consumption and the Real Exchange Rate: The Empirical Evidence." Harvard University, January 1992.
      • Article

      Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach

      By: K. A. Froot and Jeremy Stein
      Keywords: Corporate Finance; Market Imperfections; Foreign Direct Investment; Markets; Financial Instruments; Asset Pricing
      Citation
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      Froot, K. A., and Jeremy Stein. "Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach." Quarterly Journal of Economics 106, no. 4 (November 1991): 1191–1217. (Revised from NBER Working Paper No. 2914, March 1989.)
      • Article

      Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach

      By: K. A. Froot and M. Obstfeld
      Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; Asset Pricing
      Citation
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      Froot, K. A., and M. Obstfeld. "Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach." Journal of International Economics 31, nos. 3-4 (November 1991): 203–230. (Revised from NBER Working Paper No. 2835, February 1989.)
      • July 1991
      • Case

      Managing the U.S. Dollar in the 1980s

      By: W. Carl Kester and Richard P. Melnick
      Provides numerical data and alternative explanations concerning the U.S. dollar's rise and subsequent fall in value from 1981 through 1987. Students are challenged to study the evidence and make their own inferences concerning the dollar's movements and the degree of... View Details
      Keywords: Macroeconomics; Currency Exchange Rate; Price; Theory; United States
      Citation
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      Kester, W. Carl, and Richard P. Melnick. "Managing the U.S. Dollar in the 1980s." Harvard Business School Case 292-001, July 1991.
      • May 1991 (Revised December 1994)
      • Case

      State of Connecticut Municipal Swap

      By: Andre F. Perold
      The state of Connecticut wants to raise $325 million of long-term fixed-rate debt. One alternative is to do this synthetically--issue long-term variable rate debt and enter into an interest rate swap. The case is a vehicle for analyzing various floating rate structures... View Details
      Keywords: Borrowing and Debt; Credit Derivatives and Swaps; Interest Rates; Taxation; Management Analysis, Tools, and Techniques; Risk and Uncertainty; New England
      Citation
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      Perold, Andre F. "State of Connecticut Municipal Swap." Harvard Business School Case 291-024, May 1991. (Revised December 1994.)
      • Article

      Stochastic Process Switching: Some Simple Solutions

      By: K. A. Froot and M. Obstfeld
      Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; Asset Pricing
      Citation
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      Froot, K. A., and M. Obstfeld. "Stochastic Process Switching: Some Simple Solutions." Econometrica 59, no. 1 (January 1991): 241–250. (Revised from NBER Working Paper No. 2998, July 1989. Reprinted in Exchange Rates and Currency Bonds, edited by P. Krugman and M. Miller. London: CEPR, 1991.)
      • 1990
      • Chapter

      The Free Lunch in Currency Hedging: Implications for Investment Policy and Performance Standards

      By: André Perold and Evan C. Schulman
      Keywords: Currency Exchange Rate; International Finance; Investment; Performance
      Citation
      Related
      Perold, André, and Evan C. Schulman. "The Free Lunch in Currency Hedging: Implications for Investment Policy and Performance Standards." In The Currency Hedging Debate, edited by Lee R. Tomas III, 15–24. IFR Publishing, 1990.
      • 1990
      • Chapter

      Chartists, Fundamentalists, and the Demand for Dollars

      By: Jeffrey A. Frankel and Kenneth A. Froot
      Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; Currency Exchange Rate; Asset Pricing; Macroeconomics
      Citation
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      Frankel, Jeffrey A., and Kenneth A. Froot. "Chartists, Fundamentalists, and the Demand for Dollars." In Private Behaviour and Government Policy in Interdependent Economies, edited by Anthony Courakis and Mark Taylor, 73–128. Oxford: Clarendon Press, 1990. (Reprinted in Greek Economic Review 10 (June 1988): 49-102; and translated in Cuadernos Economicos de ICE, No. 38 (1988): 195-242.)
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