Currency Hedging with Derivatives: A Theoretical Revision

2009 ◽  
Author(s):  
Milagros Vivel Búa ◽  
Luis Otero González ◽  
Sara Fernandez Lopez
Keyword(s):  
Currency Hedging

Long-Only Momentum, Currency Hedging and Transaction Costs: Implications for a Swiss Equity Investor

2012 ◽  
Author(s):  
Vincenzo Devito ◽  
Lars Kaiser ◽  
Marco Josef Menichetti ◽  
Aron Veress
Keyword(s):  
Transaction Costs ◽  
Currency Hedging

Currency Hedging

2017 ◽  
Author(s):  
Roberto Jose Obregon ◽  
Frank Benham ◽  
Timur Yontar
Keyword(s):  
Currency Hedging

scholarly journals International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors

2002 ◽  
Vol 32 (1) ◽  
pp. 171-197 ◽  
Author(s):  
Gyöngyi Bugár ◽  
Raimond Maurer
Keyword(s):  
Capital Market ◽  
Stock Exchange ◽  
Emerging Market ◽  
Currency Hedging ◽  
Portfolio Strategies ◽  
Different Types ◽  
International Equity ◽  
Good Potential ◽  
Points Of View ◽  
Equity Portfolios

AbstractIn this paper we study the benefits derived from international diversification of equity portfolios from the German and the Hungarian points of view. In contrast to the German capital market, which is one of the largest in the world, the Hungarian Stock Exchange is an emerging market. The Hungarian stock market is highly volatile, high returns are often accompanied by extremely large risk. Therefore, there is a good potential for Hungarian investors to realise substantial benefits in terms of risk reduction by creating multi-currency portfolios. The paper gives evidence on the above mentioned benefits for both countries by examining the performance of several ex ante portfolio strategies. In order to control the currency risk, different types of hedging approaches are implemented.

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