RT Journal Article
SR Electronic
T1 Hedging Currency Risk in International Benchmarks
JF ETFs and Indexing
FD Institutional Investor Journals
SP 132
OP 134
VO 2009
IS 1
A1 Remy Marino
YR 2009
UL http://guides.pm-research.com/content/2009/1/132.abstract
AB MSCI BARRA recently launched a new family of MSCI FX Hedge indices. These indices replicate the hedging mechanisms of a currency hedging program associated with MSCI international equity indices. These indices can serve as the basis for simple, cost-efficient, and effective index-linked instruments allowing investors to protect their portfolios against today’s high currency volatility.