Concepedia

Currency Hedging

Currency Hedging is a risk management strategy used in international finance to offset potential losses in foreign currency positions by taking an opposing position in a related currency instrument, thereby reducing exposure to exchange rate fluctuations.

315

Publications

18.6K

Citations

485

Authors

337

Institutions

Publications per year

2017–2026

66

Variants

Foreign Exchange HedgingFx Hedging

Parents

Publications

315

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

Optimal Hedging Policies

René M. Stulz · Journal of Financial and Quantitative Analysis · 1984 · 981 citations

, , +17

Gold as a hedge against the dollar

Forrest Capie, Terence C. Mills, Geoffrey Wood · Journal of International Financial Markets Institutions and Money · 2005 · 583 citations

, , +10

Is Bitcoin a hedge or safe haven for currencies? An intraday analysis

Andrew Urquhart, Hanxiong Zhang · International Review of Financial Analysis · 2019 · 530 citations

, , +14

1–5 of 315

Authors

485

  1. KP
    Kit Pong Wong

    University of Hong Kong, Hong Kong SAR China

    11 publications · 328 citations

    11

    h-index

  2. GA
    George Allayannis

    University of Virginia, United States

    6 publications · 763 citations

    6

    h-index

  3. JE
    Jack E. Wahl

    TU Dortmund University, Germany

    5 publications · 124 citations

    5

    h-index

  4. AJ
    Amrit Judge

    Middlesex University, United Kingdom

    5 publications · 207 citations

    5

    h-index

  5. MR
    Mark R. Eaker

    University of Virginia, United States

    5 publications · 137 citations

    5

    h-index

1–5 of 485

Institutions

337

  1. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    16 publications

    378 citations

  2. University of Virginia

    Charlottesville, United States

    8 h-index

    9 publications

    917 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    8 h-index

    9 publications

    204 citations

  4. Federal Reserve

    Washington D.C., United States

    7 h-index

    7 publications

    501 citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    7 h-index

    7 publications

    193 citations

  6. University of Reading

    Reading, United Kingdom

    6 h-index

    8 publications

    873 citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    6 publications

    146 citations

  8. Universidade de Santiago de Compostela

    Santiago de Compostela, Spain

    4 h-index

    7 publications

    800 citations

1–8 of 337

Venues

  1. SSRN Electronic Journal

    Repository · 37 publications · 1.1K citations

    20

    h-index

  2. Journal of Futures Markets

    25 publications · 990 citations

    16

    h-index

  3. Financial Analysts Journal

    FAJ · 11 publications · 692 citations

    11

    h-index

  4. The Journal of Finance

    11 publications · 2.3K citations

    11

    h-index

  5. Journal of International Money and Finance

    9 publications · 700 citations

    9

    h-index

1–5