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...

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Détails bibliographiques
Auteur principal: Schmittmann, Jochen M.
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2010.
Collection:IMF Working Papers; Working Paper ; No. 2010/151
Accès en ligne:Full text available on IMF