Optimal currency hedge ratios and interest rate risk-Reference-Cited by-同舟云学术

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Optimal currency hedge ratios and interest rate risk

Published:1992-10 Issue:5 Volume:11 Page:431-445
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Briys Eric,Solnik Bruno

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. Hedging with Futures in an Intertemporal Portfolio Context;Adler;Journal of Futures Markets,1988

2. International Portfolio Choices and Corporate Finance: a Synthesis;Adler;Journal of Finance,1983

3. Adler, M., and B. Prasad, ‘On Universal Currency Hedges,’ Working Paper, Columbia University, October 1989

4. Exchange Rate Surprises in International Portfolios;Adler;Journal of Portfolio Management,1986

5. The Individuality of “Universal” Hedging;Adler;Financial Analysis Journal,1990

Cited by 26 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Foreign exchange hedging using regime‐switching models: The case of pound sterling;International Journal of Finance & Economics;2023-10-26

2. Foreign exchange hedging using regime-switching models: the case of pound sterling;SSRN Electronic Journal;2023

3. Volatility and dynamic currency hedging;Journal of International Financial Markets, Institutions and Money;2020-01

4. 10.1007/978-3-030-02792-6_10;151 Trading Strategies;2018

5. Stochastic Calculus and Geometric Brownian Motion Model;An Introduction to Mathematical Finance with Applications;2016

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