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Foreign Currency for Long-Term Investors. (2003). Viceira, Luis ; Campbell, John ; White, Joshua .
In: Scholarly Articles.
RePEc:hrv:faseco:3128708.

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Cited: 20

Citations received by this document

Cites: 41

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Cocites: 50

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  1. Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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  2. Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin.
    In: IHS Working Paper Series.
    RePEc:ihs:ihswps:17.

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  3. Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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  4. Lean against the wind: The moderation effect of foreign investments during the economic recession in Russia. (2017). Jardon, Carlos ; Bykova, Anna.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:93:y:2017:i:c:p:1-14.

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  5. Out-of-sample bond risk premium predictions: A global common factor. (2015). Zhu, Xiaoneng .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:51:y:2015:i:c:p:155-173.

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  6. Stocks for the long run? Evidence from emerging markets. (2014). Spierdijk, Laura ; Umar, Zaghum.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:217-238.

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  7. Currency hedge – walking on the edge?. (2014). Filipozzi, Fabio.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2014-5.

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  8. Hedging inflation risk in a developing economy: The case of Brazil. (2013). Brière, Marie ; Briere, Marie ; Signori, Ombretta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:209-222.

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  9. Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors. (2011). Suh, Sangwon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:4:p:390-403.

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  10. Patriotism in your portfolio. (2011). Morse, Adair ; Shive, Sophie.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:2:p:411-440.

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  11. Portfolio Choice, Minimum Return Guarantees, and Competition in DC Pension Systems. (2010). Castaneda, Pablo ; Rudolph, Heinz ; Castaeda, Pablo .
    In: Working Papers.
    RePEc:sdp:sdpwps:39.

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  12. Currency Hedging for International Portfolios. (2010). Schmittmann, Jochen M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/151.

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  13. Global Currency Hedging. (2009). Viceira, Luis ; Campbell, John ; Medeiros, Karine Serfaty-de.
    In: Scholarly Articles.
    RePEc:hrv:faseco:3153308.

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  14. Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence. (2009). Wohar, Mark ; Rapach, David E..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:3:p:427-453.

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  15. Strategic currency hedging and global portfolio investments upside down. (2008). Walker, Eduardo.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:61:y:2008:i:6:p:657-668.

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  16. Global Currency Hedging. (2007). Viceira, Luis ; Campbell, John ; Medeiros, Karine Serfaty-de.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13088.

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  17. Country and currency diversification of bond investments: do they really make sense for Swiss investors?. (2007). Carcano, Nicola .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:1:p:95-120.

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  18. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:329.

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  19. Exchange rates and fundamentals: evidence on the economic value of predictability. (2005). Valente, Giorgio ; Sarno, Lucio ; Abhyankar, Abhay .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:66:y:2005:i:2:p:325-348.

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  20. Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks: Models and Numerical Illustrations. (2005). Tsai, Chenghsien ; Chang, Shih-Chieh Bill ; Hung, Li-Chuan .
    In: Asia-Pacific Journal of Risk and Insurance.
    RePEc:bpj:apjrin:v:1:y:2005:i:1:n:2.

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  3. Portfolio choice with stochastic interest rates and learning about stock return predictability. (2016). Escobar Anel, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian.
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