This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations Author info | Abstract | Publisher info | Download info | Related research | Statistics Bartram, Sohnke M.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 23 (2004)
Issue (Month): 4 (June)
Pages: 673-699
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jimfin:v:23:y:2004:i:4:p:673-699Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Doukas, John & Hall, Patricia H. & Lang, Larry H. P., 1999.
"The pricing of currency risk in Japan ,"
Journal of Banking & Finance ,
Elsevier, vol. 23(1), pages 1-20, January.
[Downloadable!] (restricted)
Ware, Roger & Winter, Ralph, 1988.
"Forward markets, currency options and the hedging of foreign exchange risk ,"
Journal of International Economics ,
Elsevier, vol. 25(3-4), pages 291-302, November.
[Downloadable!] (restricted)
Allayannis, George & Ihrig, Jane, 2001.
"Exposure and Markups ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 14(3), pages 805-35.
Jorion, Philippe, 1990.
"The Exchange-Rate Exposure of U.S. Multinationals ,"
Journal of Business ,
University of Chicago Press, vol. 63(3), pages 331-45, July.
[Downloadable!] (restricted)
Chow, Edward H & Lee, Wayne Y & Solt, Michael E, 1997.
"The Exchange-Rate Risk Exposure of Asset Returns ,"
Journal of Business ,
University of Chicago Press, vol. 70(1), pages 105-23, January.
[Downloadable!] (restricted)
Jorion, Philippe, 1991.
"The Pricing of Exchange Rate Risk in the Stock Market ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 26(03), pages 363-376, September.
[Downloadable!]
Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"Trade and Exposure ,"
American Economic Review ,
American Economic Association, vol. 91(2), pages 367-370, May.
[Downloadable!] (restricted)
Other versions: Griffin, John M & Stulz, Rene M, 2001.
"International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 14(1), pages 215-41.
Other versions: Hodder, James E., 1982.
"Exposure to exchange-rate movements ,"
Journal of International Economics ,
Elsevier, vol. 13(3-4), pages 375-386, November.
[Downloadable!] (restricted)
Bodnar, Gordon M. & Gentry, William M., 1993.
"Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA ,"
Journal of International Money and Finance ,
Elsevier, vol. 12(1), pages 29-45, February.
[Downloadable!] (restricted)
Williamson, Rohan, 2001.
"Exchange rate exposure and competition: evidence from the automotive industry ,"
Journal of Financial Economics ,
Elsevier, vol. 59(3), pages 441-475, March.
[Downloadable!] (restricted)
Gregory W. Brown & Peter R. Crabb & David Haushalter, 2006.
"Are Firms Successful at Selective Hedging? ,"
Journal of Business ,
University of Chicago Press, vol. 79(6), pages 2925-2950, November.
[Downloadable!]
Martin Glaum & Marko Brunner & Holger Himmel, 2000.
"The DAX and the Dollar: The Economic Exchange Rate Exposure of German Corporations ,"
Journal of International Business Studies ,
Palgrave Macmillan Journals, vol. 31(4), pages 715-724, December.
[Downloadable!] (restricted)
Jia He & Lilian K. Ng, 1998.
"The Foreign Exchange Exposure of Japanese Multinational Corporations ,"
Journal of Finance ,
American Finance Association, vol. 53(2), pages 733-753, 04.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Horst Entorf & Gösta Jamin, 2003.
"The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling ,"
Darmstadt Discussion Papers in Economics
127, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology).
[Downloadable!]
Other versions: Sohnke M. Bartram & G. Andrew Karolyi, 2002.
"The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures ,"
Finance
0207005, EconWPA, revised 16 Sep 2002.
[Downloadable!]
Other versions:
Bartram, Sohnke M. & Karolyi, G. Andrew, 2004.
"The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures ,"
Working Paper Series
2005-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!] Bartram, Sohnke M. & Karolyi, G. Andrew, 2006.
"The impact of the introduction of the Euro on foreign exchange rate risk exposures ,"
Journal of Empirical Finance ,
Elsevier, vol. 13(4-5), pages 519-549, October.
[Downloadable!] (restricted) Entorf & Jamin, 2005.
"German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs ,"
International Finance
0508005, EconWPA.
[Downloadable!]
Other versions:
Horst Entorf & Gösta Jamin, 2003.
"German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs ,"
Darmstadt Discussion Papers in Economics
126, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology).
[Downloadable!] Jamin, Gösta & Entorf, Horst, 2004.
"German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs ,"
ZEW Discussion Papers
04-03, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!] Horst Entorf & Gösta Jamin, 2007.
"German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs ,"
German Economic Review ,
Blackwell Publishing, vol. 8, pages 344-374, 08.
[Downloadable!] (restricted) Bartram, Söhnke M., 2004.
"The Use of Options in Corporate Risk Management ,"
MPRA Paper
6663, University Library of Munich, Germany.
[Downloadable!]
Bartram, Söhnke M. & Burns, Natasha & Helwege, Jean, 2007.
"Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions ,"
MPRA Paper
10122, University Library of Munich, Germany, revised 21 Aug 2008.
[Downloadable!]
Hartmann, Daniel & Pierdzioch, Christian, 2006.
"Nonlinear Links between Stock Returns and Exchange Rate Movements ,"
MPRA Paper
558, University Library of Munich, Germany, revised Apr 2007.
[Downloadable!]
Bartram, Sohnke & Bodnar, Gordon, 2005.
"The Exchange Rate Exposure Puzzle ,"
MPRA Paper
6482, University Library of Munich, Germany.
[Downloadable!]
Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette, 2009.
"Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure ,"
MPRA Paper
14041, University Library of Munich, Germany.
[Downloadable!]
Uluc Aysun & Melanie Guldi, 2009.
"Exchange rate exposure: A nonparametric approach ,"
Working papers
2009-18, University of Connecticut, Department of Economics.
[Downloadable!]
Access and
download statistics Did you know? About 1000 journals are listed on RePEc .
This page was last updated on 2009-11-16.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .