This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives … international activities. In particular, the reduction in the exchange risk borne through the use of natural multi-currency cross-hedging …

currencies with negative carry. However, not hedging the foreign currency exposure can lead to significant drawdowns, especially … currency hedging over static hedging. Using a parsimonious model for hedge ratio based on multiple features of merit and an … explicit check for maximum allowed under-hedging, we show that a cost aware, dynamic hedging strategy can reduce the hedging …

and financial hedging. We find that contrary to a rational and frictionless benchmark, performance in previous derivatives …

This paper examines the optimal production, export allocation and hedging decisions of a risk-averse international firm … each currency. Then, both production and export allocation are separable. Hedging with forward contracts depends on risk … exchange rate risk plus noise, there is a conflict between cross hedging and taking a basis risk. If, alternatively, the …

currency hedging strategies, for a series of 7 models,using Bayesian inference and decision analysis. The models differ in the … comparethe hedging decisions and financial returns and utilities as they result from the modellingassumptions and the attitudes …

guide on FX hedging for small and medium enterprises. It should help a treasurer to setup and/or improve their FX hedging …

, many investors consider implementing currency-hedging programs to reduce or eliminate the volatility that results from … foreign currency exposures. This paper examines the prospect of hedging currency risk, evaluating the different methods used … costs of hedging developed market and emerging market currency exposures.Meketa Investment Group recommends investors …

bond positions, which creates a net hedging demand for dollar assets that depreciates USD rates in both the forward and … spot markets. We document the time-varying nature of this net hedging demand and show how it relates to economic … FX hedging pressure can account for approximately 30% of all monthly variation in the seven most important dollar …