Global currency hedging with common risk factors

Opie, Wei and Riddiough, Steven J. 2020, Global currency hedging with common risk factors, Journal of financial economics, vol. 136, no. 3, pp. 780-805, doi: 10.1016/j.jfineco.2019.12.001.

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Title Global currency hedging with common risk factors
Author(s) Opie, WeiORCID iD for Opie, Wei
Riddiough, Steven J.
Journal name Journal of financial economics
Volume number 136
Issue number 3
Start page 780
End page 805
Total pages 26
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2020-06
ISSN 0304-405X
Keyword(s) Global currency hedging
Currency risk factors
Currency returns
International portfolio diversification
Mean-variance optimization
Language eng
DOI 10.1016/j.jfineco.2019.12.001
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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Created: Tue, 11 Feb 2020, 09:56:47 EST

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