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Random walks in fixed income and foreign exchange : unexpected discoveries in issuance, investment and hedging of yield curve instruments

James, Jessica; Leister, Michael; Rieger, Christoph - 2021

Persistent link: https://www.econbiz.de/10012228798

Random Walks in Fixed Income and Foreign Exchange : Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

James, Jessica; Leister, Michael; Rieger, Christoph - 2021

Novel Cross-Currency Bases and FX Hedged Pickups -- Chapter 4 FX Hedging of Fixed Income – What is the Best Way? -- Chapter … dealers and investors, including the cross-currency basis and hedging, the yield curve, and overseas issuance conversion …

Persistent link: https://www.econbiz.de/10014550540

Monetary integration and the cost of borrowing

Gómez Puig, Marta - In: Journal of international money and finance 27 (2008) 3, pp. 455-479

Persistent link: https://www.econbiz.de/10003717259

The value effects of foreign currency and interests rated hedging: the UK evidence

Belghitar, Yacine; Clark, Ephraim; Judge, Amrit - In: International journal of business 13 (2008) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10003703059

A survey on modeling and analysis of basis spreads

Fujii, Masaaki; Takahashi, Akihiko - In: Recent advances in financial engineering 2011: …, (pp. 43-53). 2012

Persistent link: https://www.econbiz.de/10009573489

Estimating a latent risk premium in exchange rate futures

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2018

Using exchange rates futures instead of forwards completes the maturity spectrum of the correlation between the spot return and the premium. The correlation decreases with increasing maturity, presumably due to a latent risk premium. We hypothesize that the influence of the unobserved risk...

Persistent link: https://www.econbiz.de/10011843349

Currency hedging and the Danish pension sector

Steffensen, Sigurd Anders Muus; Jensen, Birthe Merethe; … - 2024

financial instruments. We study the currency hedging behaviour of the Danish pension sector and show that it differs with …

Persistent link: https://www.econbiz.de/10014564104

Does centralisation of FX derivative usage impact firm value?

Jankensgård, Håkan - In: European financial management : the journal of the … 21 (2015) 2, pp. 309-332

Persistent link: https://www.econbiz.de/10010516671

The determinants of foreign exchange hedging in Alternative Investment Market firms

Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111

Persistent link: https://www.econbiz.de/10009733294

Risk management for Italian non-financial firms : currency and interest rate exposure

Bodnar, Gordon M.; Consolandi, Costanza; Gabbi, Giampaolo; … - In: European financial management : the journal of the … 19 (2013) 5, pp. 887-910

Persistent link: https://www.econbiz.de/10010237352

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