Volume 7, No. 2, August 2008

 

Offshore Bidding and Currency Futures

Donald Lien
Department of Economics, University of Texas at San Antonio, U.S.A.
Fathali Firoozi
Department of Economics, University of Texas at San Antonio, U.S.A.
Abstract

In an interactive model of offshore bidding, two firms located in two different countries bid on a project in a third country under exchange rate uncertainty. Every firm benefits and provides a higher bid when both firms have hedging opportunities. Even if only one bidder has the hedging opportunity, both bidders gain through an increase in their expected utilities.

Key words: exchange rate; futures markets; uncertainty; game theory; multinational enterprise
JEL classification: F3; C7; D8

Back