Cross-Currency Hedging is a financial risk management strategy that involves the use of derivative instruments to mitigate exposure to exchange rate fluctuations between two non-domestic currencies, distinguishing it from single-currency hedging approaches by addressing indirect currency mismatches in multinational cash flows.
45
Publications
1.5K
Citations
77
Authors
68
Institutions
Publications per year
2017–2026
9
Parents
Publications
45
Covered interest parity lost: understanding the cross-currency basis
Claudio Borio, Robert N. McCauley, Patrick McGuire et al. · BIS quarterly review · 2016 · 151 citations
Richard Harris, Jian Shen · Journal of Futures Markets · 2006 · 75 citations
Management, Economics, Finance +17
1–5 of 45
Authors
77
- KP
6
h-index
- PM
3
h-index
- AL
3
h-index
- VS
3
h-index
- RN
3
h-index
1–5 of 77
Institutions
68
University of Hong Kong
Pok Fu Lam, Hong Kong
4 h-index
5 publications
105 citations
Villanova University
Radnor, United States
3 h-index
3 publications
49 citations
University of Lisbon
Lisbon, Portugal
2 h-index
2 publications
45 citations
Monash University
Melbourne, Australia
2 h-index
3 publications
90 citations
Bank for International Settlements
Basel, Switzerland
2 h-index
6 publications
807 citations
Peterson Institute for International Economics
Washington, United States
2 h-index
2 publications
100 citations
University of Oxford
Oxford, United Kingdom
2 h-index
2 publications
269 citations
Federal Reserve Board of Governors
Washington D.C., United States
2 h-index
3 publications
138 citations
1–8 of 68
Venues
- Journal of Futures Markets
9 publications · 253 citations
9
h-index
- SSRN Electronic Journal
Repository · 6 publications · 262 citations
6
h-index
- Bulletin of Economic Research
2 publications · 30 citations
2
h-index
- Journal of International Financial Markets Institutions and Money
2 publications · 52 citations
2
h-index
- Review of International Economics
1 publications · 16 citations
1
h-index
1–5