Currency Hedging for International Portfolios
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References listed on IDEAS
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- Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016. "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 365-402, November.
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"Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises,"
50940, University Library of Munich, Germany, revised 23 Oct 2013.
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"Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging,"
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- Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
- Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016. "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 191-212.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-31 (All new papers)
- NEP-FMK-2010-07-31 (Financial Markets)
- NEP-IFN-2010-07-31 (International Finance)
- NEP-RMG-2010-07-31 (Risk Management)
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