---
title: Dollar Asset Holding and Hedging by Institutional Investors
url: https://www.ml-quant.com/papers/ssrn/4524147/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4524147
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4524147
featured: 2023-08-02
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4524147
- Identifier: SSRN 4524147
- Released: 2023-06-21
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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