Currency Hedging, Currency Overlay Strategy, and the Performance of Closed-End Country and International Equity Funds

CFA Digest ◽  
2000 ◽  
Vol 30 (2) ◽  
pp. 90-92
Author(s):  
Johann de Villiers
Keyword(s):  
Currency Hedging ◽  
Equity Funds ◽  
International Equity

scholarly journals International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors

2002 ◽  
Vol 32 (1) ◽  
pp. 171-197 ◽  
Author(s):  
Gyöngyi Bugár ◽  
Raimond Maurer
Keyword(s):  
Capital Market ◽  
Stock Exchange ◽  
Emerging Market ◽  
Currency Hedging ◽  
Portfolio Strategies ◽  
Different Types ◽  
International Equity ◽  
Good Potential ◽  
Points Of View ◽  
Equity Portfolios

AbstractIn this paper we study the benefits derived from international diversification of equity portfolios from the German and the Hungarian points of view. In contrast to the German capital market, which is one of the largest in the world, the Hungarian Stock Exchange is an emerging market. The Hungarian stock market is highly volatile, high returns are often accompanied by extremely large risk. Therefore, there is a good potential for Hungarian investors to realise substantial benefits in terms of risk reduction by creating multi-currency portfolios. The paper gives evidence on the above mentioned benefits for both countries by examining the performance of several ex ante portfolio strategies. In order to control the currency risk, different types of hedging approaches are implemented.

scholarly journals Optimal Currency Hedging for International Equity Portfolios

2019 ◽  
Vol 75 (4) ◽  
pp. 65-83 ◽  
Author(s):  
Jacob Boudoukh ◽  
Matthew Richardson ◽  
Ashwin Thapar ◽  
Franklin Wang
Keyword(s):  
Currency Hedging ◽  
International Equity ◽  
Equity Portfolios

A multinational examination of international equity and bond investment with currency hedging

1993 ◽  
Vol 13 (3) ◽  
pp. 313-324 ◽  
Author(s):  
Mark Eaker ◽  
Dwight Grant ◽  
Nelson Woodard
Keyword(s):  
Currency Hedging ◽  
International Equity

Optimal Currency Hedging for International Equity Portfolios

2018 ◽  
Author(s):  
Jacob Boudoukh ◽  
Matthew P. Richardson ◽  
Ashwin K Thapar ◽  
Franklin Wang
Keyword(s):  
Currency Hedging ◽  
International Equity ◽  
Equity Portfolios

Exchange rate sensitivity of Australian international equity funds

2003 ◽  
Vol 14 (1) ◽  
pp. 95-120 ◽  
Author(s):  
Karen L Benson ◽  
Robert W Faff
Keyword(s):  
Exchange Rate ◽  
Rate Sensitivity ◽  
Equity Funds ◽  
International Equity
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