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Equilibrium Exchange Rate Hedging

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Author Info
Black, Fischer
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File URL: http://links.jstor.org/sici?sici=0022-1082%28199007%2945%3A3%3C899%3AEERH%3E2.0.CO%3B2-W&origin=repec
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Publisher Info
Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 45 (1990)
Issue (Month): 3 (July)
Pages: 899-907
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jfinan:v:45:y:1990:i:3:p:899-907

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  1. Richard M. Levich & Lee R. Thomas, 1994. "Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management," NBER Working Papers 4340, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Bruno Solnik, 1991. "Finance Theory and Investment Management," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 303-324, September. [Downloadable!]
  3. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "International Portfolio Management, Currency Risk and the Euro," University of California at Los Angeles, Anderson Graduate School of Management 1095, Anderson Graduate School of Management, UCLA. [Downloadable!]
  4. Bhagwan Chowdhry, 1992. "Exchange Risk Management and Corporate Capital Structure," University of California at Los Angeles, Anderson Graduate School of Management 1158, Anderson Graduate School of Management, UCLA. [Downloadable!]
  5. Raimond Maurer & Shohreh Valiani, 2007. "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting 109, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  6. Aoun, Dany & Heshmati, Almas, 2006. "The Causal Relationship between Capital Structure and Cost of Capital: Evidence from ICT Companies Listed at NASDAQ," Ratio Working Papers 87, The Ratio Institute. [Downloadable!]
  7. Scott McCarthy, 2003. "Hedging versus not hedging: strategies for managing foreign exchange transaction exposure," School of Economics and Finance Discussion Papers and Working Papers Series 162, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  8. Raimond Maurer & Frank Reiner & Steffen Sebastian, 2004. "Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K," Working Paper Series: Finance and Accounting 108, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  9. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  10. Francis , Bill B & Hasan, Iftekhar & Hunter, Delroy M, 2008. "Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk premia," Research Discussion Papers 14/2008, Bank of Finland. [Downloadable!]
  11. Massimo Guidolin & Allan Timmerman, 2006. "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers 2005-034, Federal Reserve Bank of St. Louis. [Downloadable!]
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  12. Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 147-166, June. [Downloadable!] (restricted)
  13. Richard M. Levich & Lee R. Thomas, 1994. "The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach," NBER Working Papers 3818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  16. Ryle S. Perera, 2000. "The role of index bonds in universal currency hedging," Applied Mathematical Finance, Taylor and Francis Journals, vol. 7(4), pages 271-284, December. [Downloadable!] (restricted)
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This page was last updated on 2009-11-12.


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