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Volumn 14, Issue 1, 2004, Pages 75-86

Selectively hedging the US dollar with foreign exchange futures contracts

Author keywords

Exchange rates; Futures; Purchasing power parity; Selective

Indexed keywords


EID: 0344037108     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(03)00045-3     Document Type: Article
Times cited : (16)

References (9)
  • 1
    • 0010942716 scopus 로고
    • Currency hedging strategies for internationally diversified equity portfolios
    • Eaker M.R. Grant D.M. Currency hedging strategies for internationally diversified equity portfolios Journal of Portfolio Management 17 1990 30-32
    • (1990) Journal of Portfolio Management , vol.17 , pp. 30-32
    • Eaker, M.R.1    Grant, D.M.2
  • 3
    • 0001916137 scopus 로고
    • Is purchasing power parity a useful guide to the dollar?
    • Federal Reserve Bank of Kansas City
    • Hakkio C.S. 1992 Is purchasing power parity a useful guide to the dollar? Economic Review, Federal Reserve Bank of Kansas City, 37-51
    • (1992) Economic Review , pp. 37-51
    • Hakkio, C.S.1
  • 5
    • 0042516605 scopus 로고    scopus 로고
    • Purchasing power parity: Evidence from a new test
    • Discussion paper no. 9, Center for Economic Research, Tilburg University
    • Klaassen F. 1999 Purchasing power parity: evidence from a new test. Discussion paper no. 9, Center for Economic Research, Tilburg University.
    • (1999)
    • Klaassen, F.1
  • 6
    • 0042015779 scopus 로고
    • An analysis of a selective currency hedging strategy
    • Ph.D. dissertation, Department of Economics, University of California, Irvine
    • Morey M.R. 1993 An analysis of a selective currency hedging strategy. Ph.D. dissertation, Department of Economics, University of California, Irvine.
    • (1993)
    • Morey, M.R.1
  • 7
    • 0042191713 scopus 로고    scopus 로고
    • To hedge or not to hedge: The performance of simple strategies for hedging foreign exchange risk
    • Morey M.R. Simpson M.W.To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk Journal of Multinational Financial Management 11 2001a 213-223
    • (2001) Journal of Multinational Financial Management , vol.11 , pp. 213-223
    • Morey, M.R.1    Simpson, M.W.2
  • 8
    • 0345387328 scopus 로고    scopus 로고
    • Predicting foreign exchange directional moves: Can simple fundamentals help?
    • Morey M.R. Simpson M.W. Predicting foreign exchange directional moves: can simple fundamentals help? Journal of Investing 101 2001b 43-51
    • (2001) Journal of Investing , vol.10 , Issue.1 , pp. 43-51
    • Morey, M.R.1    Simpson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.