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Volumn 23, Issue 3, 1997, Pages 88-95

Cross-hedging currency risks in asian emerging markets using derivatives in major currencies: A free lunch?

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EID: 0031094430     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1997.409611     Document Type: Article
Times cited : (5)

References (12)
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    • Raj Aggarwal and David Schirm, eds., San Diego, CA: Academic Press
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    • (1994) Global Portfolio Diversification , pp. 261-288
    • Aggarwal, R.1
  • 2
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    • September
    • Aggarwal, Raj, and Mbodja Mougoue. "Cointegration Among Asian Currencies: Evidence of the Increasing Influence of the Japanese Yen." Japan and the World Economy, 8, No. 3 (September 1996), pp. 291-308.
    • (1996) Japan and the World Economy , vol.8 , Issue.3 , pp. 291-308
    • Aggarwal, R.1    Mougoue, M.2
  • 3
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    • Commodity futures cross-hedging of foreign exchange exposure
    • Fall
    • Benet, Bruce A. "Commodity Futures Cross-Hedging of Foreign Exchange Exposure." Journal of Futures Markets, 10, No. 3 (Fall 1990), pp. 287-306.
    • (1990) Journal of Futures Markets , vol.10 , Issue.3 , pp. 287-306
    • Benet, B.A.1
  • 4
    • 0002518791 scopus 로고
    • Cross hedging the Italian lira/US dollar exchange rate with Deutsche mark futures
    • April
    • Braga, Francesco S., Larry J. Martin, and Karl D. Meilke. "Cross Hedging the Italian Lira/US Dollar Exchange Rate with Deutsche Mark Futures." Journal of Futures Markets, 9, No. 2 (April 1989), pp. 87-99.
    • (1989) Journal of Futures Markets , vol.9 , Issue.2 , pp. 87-99
    • Braga, F.S.1    Martin, L.J.2    Meilke, K.D.3
  • 5
    • 84978589162 scopus 로고
    • A multinational examination of international equity and bond investment with currency hedging
    • May
    • Eaker, Mark R., Dwight M. Grant, and Nelson Woodard. "A Multinational Examination of International Equity and Bond Investment with Currency Hedging." Journal of Futures Markets, 13, No. 3 (May 1993), pp. 313-324.
    • (1993) Journal of Futures Markets , vol.13 , Issue.3 , pp. 313-324
    • Eaker, M.R.1    Grant, D.M.2    Woodard, N.3
  • 6
    • 0003279112 scopus 로고
    • The currency hedging decision: A search for synthesis in asset allocation
    • May-June
    • Gastineau, Gary L. "The Currency Hedging Decision: A Search for Synthesis in Asset Allocation." Financial Analysts Journal, 51, No. 3 (May-June 1995), pp. 8-17.
    • (1995) Financial Analysts Journal , vol.51 , Issue.3 , pp. 8-17
    • Gastineau, G.L.1
  • 7
    • 84993869036 scopus 로고
    • Currency hedging for international portfolios
    • December
    • Glen, Jack D., and Philippe Jorion. "Currency Hedging for International Portfolios." Journal of Finance, 48, No. 5 (December 1993), pp. 1865-1886.
    • (1993) Journal of Finance , vol.48 , Issue.5 , pp. 1865-1886
    • Glen, J.D.1    Jorion, P.2
  • 9
    • 21344476879 scopus 로고
    • Investing in emerging stock markets: Is it worthwhile hedging foreign exchange risk?
    • Spring
    • Hauser, Shmuel, Matityahu Marcus, and Uzi Yaari. "Investing in Emerging Stock Markets: Is It Worthwhile Hedging Foreign Exchange Risk?" Journal of Portfolio Management, 20, No. 3 (Spring 1994), pp. 76-81.
    • (1994) Journal of Portfolio Management , vol.20 , Issue.3 , pp. 76-81
    • Hauser, S.1    Marcus, M.2    Yaari, U.3
  • 10
    • 21144477953 scopus 로고
    • Optimal currency hedging policy with biased forward rates
    • Summer
    • Kritzman, Mark. "Optimal Currency Hedging Policy With Biased Forward Rates." Journal of Portfolio Management, 19, No. 4 (Summer 1993), pp. 94-100.
    • (1993) Journal of Portfolio Management , vol.19 , Issue.4 , pp. 94-100
    • Kritzman, M.1
  • 11
    • 0001974370 scopus 로고
    • The free lunch in currency hedging: Implications for investment policy
    • May-June
    • Perold, André F., and Evan C. Schulman. "The Free Lunch in Currency Hedging: Implications for Investment Policy." Financial Analysts Journal, 44, No. 3 (May-June 1988), pp. 45-52.
    • (1988) Financial Analysts Journal , vol.44 , Issue.3 , pp. 45-52
    • Perold, A.F.1    Schulman, E.C.2
  • 12
    • 0011006096 scopus 로고
    • Forward foreign exchange markets in LDCs
    • September
    • Quirk, Peter J., and Viktor Schoofs. "Forward Foreign Exchange Markets in LDCs." Finance and Development, No. 3 (September 1988), pp. 36-39.
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    • Quirk, P.J.1    Schoofs, V.2


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