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SSRNDerivatives & Volatility

Currency Hedging Impact on Exchange Rates

Nonbank financial institutions tend to sell domestic currency when portfolio returns are low, causing G10 currencies to depreciate against the USD.

Featured in No. 87 on 5 Mar 2025 · 14 days after release

Released
19 Feb 2025
First featured
No. 87 · 5 Mar 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
48
Identifier
SSRN 5143899

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

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