The Exposure of Long-Term Foreign Currency Bonds
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 15 (1980)
Issue (Month): 04 (November)
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- Entorf, Horst & Jamin, Gösta, 2000. "German stock returns: The dance with the dollar," W.E.P. - WÃ¼rzburg Economic Papers 19, University of Würzburg, Chair for Monetary Policy and International Economics.
- Koutmos, Gregory & Martin, Anna D., 2003. "Asymmetric exchange rate exposure: theory and evidence," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 365-383, June.
- Martin, Anna D. & Mauer, Laurence J., 2005. "A note on common methods used to estimate foreign exchange exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 125-140, April.
- Entorf, Horst & Jamin, Gösta, 2002. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics 18198, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
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