Hedging forex is a robust risk management strategy for mitigating financial exposures associated with fluctuations in currency pair exchange rates. For traders and businesses alike, safeguarding ...
The median level for the yen-U.S. dollar exchange rate is 163.34 one year from now, compared to 158.17 last week, according to this week’s 100,000 scenario simulation of JGB yields and the exchange ...
This paper examines the Post Keynesian proposition that the forward rate is determined by covered interest parity and that it is not a predictor of the future spot rate, as suggested by the unbiased ...
Currency hedging mitigates the additional volatility that exchange rates impose on foreign assets. But these currency-hedged strategies bear additional costs and can have tax implications. Our recent ...
One-month forward Gilt rates peaked at 6.16% this week, compared to 6.25% the previous week. The 2-year/10-year United Kingdom Gilt spread closed the week at 0.304%, compared to 0.316% one week prior.
We offer a unifying empirical model of covered and uncovered currency premia, interest rates and spot and forward exchange rates, both in the cross section and time series of currencies. We find that ...
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