To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multinational Financial Management.
Volume (Year): 11 (2001)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/mulfin
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
- Baillie, R.T. & Bollerslev, T., 1993.
"The Long Memory of the Foreward Premium,"
9203, Michigan State - Econometrics and Economic Theory.
- Craig S. Hakkio, 1992. "Is purchasing power parity a useful guide to the dollar?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 37-51.
- Klaassen, F.J.G.M., 1999. "Purchasing Power Parity: Evidence from a New Test," Discussion Paper 1999-09, Tilburg University, Center for Economic Research.
- Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.
- Grossmann, Axel & McMillan, David G., 2010. "Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 436-450, October.
- Luis Berggrun, 2005. "Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers," DNB Working Papers 054, Netherlands Central Bank, Research Department.
- Simpson, Marc W. & Grossmann, Axel, 2014. "An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 221-238.
- Grossmann, Axel & Simpson, Marc W. & Brown, Cynthia J., 2009. "The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 521-550, May.
- Simpson, Marc W., 2004. "Selectively hedging the US dollar with foreign exchange futures contracts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 75-86, February.
- Vander Linden, David, 2005. "Denomination of currency decisions and zero-cost options collars," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 85-98, February.
- Simpson, Marc W. & Dania, Akash, 2006. "Selectively hedging the Euro," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 27-42, February.
- 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.
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