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Foreign Exchange Hedging and the Interest Rate Defense

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References

1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
1990Pricing foreign currency options with stochastic volatility749 cited
1990Market Liquidity, Hedging, and Crashes550 cited
1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies280 cited
1983The pricing of call and put options on foreign exchange276 cited
1993Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns208 cited
1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings75 cited
1993Realignment Risk and Currency Option Pricing in Target Zones42 cited
2011Options on Foreign Exchange37 cited

Cited by

2008Consequences of Liberalizing Derivatives Markets30 cited
2007Brazil's Derivatives Markets: Hedging, Central Bank Intervention and Regulation27 cited
1998Transparency in Central Bank Operations in the Foreign Exchange Market18 cited

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