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The present study examines the determinants of currency hedging in Indian non-financial firms. The study uses a sample of 512 Indian non-financial firms for 2016 to 2022, during the pre-COVID, COVID and post-COVID period. The study uses panel logistic regression with the dependent variable taking a binary form with firms using currency derivatives assigned a value of 1 and those not using them receiving a value of 0. The study also uses different firm-level internal factors as independent variables. The present research can improve corporate managers’ risk management practices to shield themselves from currency fluctuations.
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Mathur et al. (2024) studied this question.
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