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SSRNDerivatives & Volatility

Dollar Asset Holding and Hedging by Institutional Investors

Global institutional investors' holdings of U.S. dollar securities have increased six-fold in the last 20 years, maintaining high hedge ratios despite fluctuations in covered-interest rate parity.

Featured in No. 10 on 2 Aug 2023 · 42 days after release

Released
21 Jun 2023
First featured
No. 10 · 2 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4524147

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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