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...

Full description

Bibliographic Details
Main Author: Schmittmann, Jochen M.
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/151
Online Access:Full text available on IMF