Title:

Optimal Currency Hedging

Author:

Rui Albuquerque (Boston U)

Journal:

Global Finance Journal

Year:

2007

Volume:

18

Pages:

16-33

JEL codes:

F31 - Foreign Exchange
G13 - Contingent Pricing; Futures Pricing
G15 - International Financial Markets
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
G33 - Bankruptcy; Liquidation