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Global Currency Hedging · Study

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PreprintGlobal Currency Hedging

John Y. Campbell2009

OA

Preprintgreen2009

Global Currency Hedging

John Y. Campbell · Karine Serfaty-de Medeiros · Luis M. Viceira

34 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1971Optimum consumption and portfolio rules in a continuous-time model 2012The Econometrics of Financial Markets 1958Liquidity Preference as Behavior Towards Risk 1972Capital Market Equilibrium with Restricted Borrowing 1984Forward and spot exchange rates 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1983International Portfolio Choice and Corporation Finance: A Synthesis 2002The Equity Premium

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2002International Portfolio Diversification: Currency, Industry and Country Effects Revisited

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2007Global Currency Hedgingreport · 23 shared references 2010Global Currency Hedgingarticle · 15 shared references 2018Global Currency Hedging with Common Risk Factorsarticle · 11 shared references 2010Currency Hedging for International Portfoliosarticle · 10 shared references 2010The Euro as a Reserve Currency for Global Investorspreprint · 10 shared references 2003Foreign currency for long‐term investorsarticle · 9 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.970847

openalex_workW2107879903

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