Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies

The Free Lunch in Currency Hedging: Implications for Investment Policy and Peformance Standards

André F. Perold, Evan Schulman · Financial Analysts Journal · 1988 · 243 citations

Hedging, Economics, Free Lunch +9

The Currency Hedging Decision: A Search for Synthesis in Asset Allocation

Gary L. Gastineau · Financial Analysts Journal · 1995 · 86 citations

Hedging, Asset Allocation, Alternative Monetary Regime +21

Currency Hedging for International Portfolios

Jack Glen, Philippe Jorion · The Journal of Finance · 1993 · 66 citations

Hedging, Economics, Currency Hedging +7

Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen

Raj Aggarwal, Mbodja Mougoué · Japan and the World Economy · 1996 · 53 citations

International Finance, Japanese Yen, East Asian Studies +7

The Optimal Currency Hedging Policy with Biased Forward Rates

Mark Kritzman · The Journal of Portfolio Management · 1993 · 51 citations

Biased Forward Rates, Weaker Functional Connectivity, Neurological Rehabilitation +32