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SSRNDerivatives & Volatility

Dollar Shorting and Stock Market Surge

The research shows that global market shocks significantly affect the hedging behavior of institutional investors, leading to the sale of US dollar forwards and exchange rate appreciation.

Featured in No. 13 on 24 Aug 2023 ·

Released
24 Jan 2023
First featured
No. 13 · 24 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
125
Identifier
SSRN 4548592

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

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