A note on currency hedging with basis risk: methodology and application

2008 ◽  
Vol 1 (1) ◽  
pp. 105 ◽  
Author(s):  
Moawia Alghalith
Keyword(s):  
Currency Hedging ◽  
Basis Risk ◽  
Risk Methodology

Currency Hedging with Derivatives: A Theoretical Revision

2009 ◽  
Author(s):  
Milagros Vivel Búa ◽  
Luis Otero González ◽  
Sara Fernandez Lopez
Keyword(s):  
Currency Hedging

Long-Only Momentum, Currency Hedging and Transaction Costs: Implications for a Swiss Equity Investor

2012 ◽  
Author(s):  
Vincenzo Devito ◽  
Lars Kaiser ◽  
Marco Josef Menichetti ◽  
Aron Veress
Keyword(s):  
Transaction Costs ◽  
Currency Hedging

Local Hedging of Variable Annuities in the Presence of Basis Risk

2017 ◽  
Author(s):  
Denis-Alexandre Trottier ◽  
Frrddric Godin ◽  
Emmanuel Hamel
Keyword(s):  
Variable Annuities ◽  
Basis Risk
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