Currency Hedging for International Portfolios /
This paper examines the benefits from hedging the currency exposure of international investments in single- and multi-country equity and bond portfolios from the perspectives of German, Japanese, British and American investors. Over the period 1975 to 2009, hedging of currency risk substantially red...
Autor principal: | Schmittmann, Jochen M. |
---|---|
Format: | Revista |
Idioma: | English |
Publicat: |
Washington, D.C. :
International Monetary Fund,
2010.
|
Col·lecció: | IMF Working Papers; Working Paper ;
No. 2010/151 |
Accés en línia: | Full text available on IMF |
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