Campbell is from the Department of Economics, Harvard University, and NBER. Serfaty-de Medeiros is from OC&C Strategy Consultants. Viceira is from Harvard Business School, NBER, and CEPR. Viceira acknowledges the financial support of the Division of Research of the Harvard Business School. We are grateful to Anna Milanez and Johnny Kang for research assistance, and to Cam Harvey (the editor), an anonymous referee, Roderick Molenaar, Sam Thompson, Tuomo Vuolteenaho, and seminar participants at Brandeis University, Boston University, the University of Illinois at Urbana-Champaign, Harvard University, and the Stockholm School of Economics for comments and suggestions.
Global Currency Hedging
Version of Record online: 13 JAN 2010
© 2009 the American Finance Association
The Journal of Finance
Volume 65, Issue 1, pages 87–121, February 2010
How to Cite
CAMPBELL, J. Y., SERFATY-DE MEDEIROS, K. and VICEIRA, L. M. (2010), Global Currency Hedging. The Journal of Finance, 65: 87–121. doi: 10.1111/j.1540-6261.2009.01524.x
- Issue online: 13 JAN 2010
- Version of Record online: 13 JAN 2010
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