Optimal currency hedging

Global Finance Journal

Volumn 18, Issue 1, 2007, Pages 16-33

  Albuquerque, Rui ^a,b  

^a BOSTON UNIVERSITY   (United States)

^b CEPR ^*  (United States)

Author keywords

Bankruptcy costs; Currency hedging; Downside risk; Forwards; Loss aversion; Options; Taxes

Indexed keywords

EID: 34249721491     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.09.002     Document Type: Article

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