Abstract
High volatility in Asian currency markets is here to stay. Because the correlation between Asian foreign exchange and equity markets is very low—almost nonexistent—systematic hedging of all Asian currency exposure is not a good solution and will not reduce the volatility of returns. Tactical hedging is a more appropriate strategy, and various analytical approaches are available to help investors make their hedging decisions.This presentation comes from the Advances in Asian Equity Management: Style Investing conference held in Singapore, on October 28-29, 1997.
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