Working Paper | HBS Working Paper Series | 1996

The Determinants of Optimal Currency Hedging

by Kenneth Froot and André Perold

Keywords: currency; Hedging; asset pricing; transaction costs; Exchange rates; international finance; International Markets; International Finance; Currency; Asset Pricing;


Froot, Kenneth, and André Perold. "The Determinants of Optimal Currency Hedging." Harvard Business School Working Paper, No. 97-011, October 1996.