Concepedia

Currency Derivatives

Currency Derivatives is a financial derivative instrument whose value is derived from the exchange rate between two currencies and specifically serves to hedge or speculate on fluctuations in foreign exchange rates.

357

Publications

19.4K

Citations

576

Authors

376

Institutions

Publications per year

2017–2026

57

Variants

Fx Derivatives

Parents

Children

Publications

357

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Kenneth F. Kroner, Jahangir Sultan · Journal of Financial and Quantitative Analysis · 1993 · 1.5K citations

, , +17

Why Firms Use Currency Derivatives

Christopher Géczy, Bernadette A. Minton, Catherine M. Schrand · The Journal of Finance · 1997 · 1.2K citations

, , +16

Foreign currency option values

Mark B. Garman, Steven W. Kohlhagen · Journal of International Money and Finance · 1983 · 1.1K citations

, , +10

The Use of Foreign Currency Derivatives and Firm Market Value

George Allayannis, James Weston · Review of Financial Studies · 2001 · 1K citations

, , +14

The relation between forward prices and futures prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Journal of Financial Economics · 1981 · 754 citations

, , +14

1–5 of 357

Authors

576

  1. GA
    George Allayannis

    University of Virginia, United States

    8 publications · 1.9K citations

    8

    h-index

  2. KP
    Kit Pong Wong

    University of Hong Kong, Hong Kong SAR China

    8 publications · 246 citations

    8

    h-index

  3. UL
    Uǧur Lel

    University of Georgia, United States

    6 publications · 507 citations

    6

    h-index

  4. EC
    Ephraïm Clark

    Middlesex University, United Kingdom

    6 publications · 293 citations

    6

    h-index

  5. SD
    Stephen D. Makar

    University of Wisconsin–Oshkosh, United States

    5 publications · 180 citations

    5

    h-index

1–5 of 576

Institutions

376

  1. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    15 publications

    567 citations

  2. University of Hong Kong

    Pok Fu Lam, Hong Kong

    10 h-index

    12 publications

    255 citations

  3. University of Toronto

    Toronto, Canada

    10 h-index

    16 publications

    442 citations

  4. International Monetary Fund

    Washington D.C., United States

    10 h-index

    16 publications

    472 citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    9 h-index

    9 publications

    395 citations

  6. New York University

    New York, United States

    8 h-index

    10 publications

    673 citations

  7. University of Virginia

    Charlottesville, United States

    8 h-index

    8 publications

    1.9K citations

  8. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    7 publications

    219 citations

1–8 of 376

Venues

  1. SSRN Electronic Journal

    Repository · 65 publications · 2.3K citations

    28

    h-index

  2. Journal of Futures Markets

    30 publications · 1K citations

    17

    h-index

  3. Journal of International Money and Finance

    13 publications · 2K citations

    13

    h-index

  4. The Journal of Finance

    12 publications · 2.4K citations

    11

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 8 publications · 153 citations

    8

    h-index

1–5