Equilibrium Exchange Rate Hedging

• 1 July 1990
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 45  (3) , 899-907
• https://doi.org/10.2307/2328798

Abstract

Keywords

• HEDGED
• MODEL
• INVESTORS
• JENSEN'S INEQUALITY
• EXCHANGE RATE VOLATILITIES
• EXCHANGE RISK
• MARKET RISK
• RISK TOLERANCE

All Related Versions

• Version 1, RePEc (Unconfirmed version)