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Hedging foreign exchange rate risk: Multi-currency diversification
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this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 2005Minimizing CVaR and VaR for a portfolio of derivatives243 cited
  • 2004The New Basel Capital Accord193 cited
  • 2003Why firms hedge with currency derivatives: an examination of transaction and translation exposure112 cited
  • 2003Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity106 cited
  • 2006Hedging and value at risk72 cited

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