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
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- No. 10 · 2 Aug 2023
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- SSRN 4524147
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