banks managed their overall interest rate risk exposure by means of on-balance-sheet restructuring complemented by hedging …

.K., and the U.S., using the mean-variance portfolio model with currency hedging. We compare these benchmark portfolios to the …

This article presents empirical evidence on the effectiveness of currency futures cross-hedging with the portfolio … crosshedging effectiveness are used to determine how well the optimal portfolio strategy performs relative to not hedging or a … naive cross-hedge. Results show that Asian currency risk cannot be minimized with single or multiple currency futures cross …