Linear and nonlinear exchange rate exposure
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Bibliographic Info
Article provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 26 (2007)
Issue (Month): 6 (October)
Pages: 1016-1037
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/30443
Related research
Keywords:References
References listed on IDEASPlease 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.:
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Boudt, Kris & Liu, Fang & Sercu, Piet, 2012. "Equities' exposures to currencies: beyond the loglinear model," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/341158, Katholieke Universiteit Leuven.
- Entorf, Horst & Jamin, Gösta, 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
20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
- 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, Verein für Socialpolitik, vol. 8, pages 344-374, 08.
- 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.
- 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.
- Entorf, Horst & Jamin, Gösta, 2003. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute of Economics (VWL) 20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
- Patnaik, Ila & Shah, Ajay, 2010.
"Does the currency regime shape unhedged currency exposure?,"
Journal of International Money and Finance,
Elsevier, vol. 29(5), pages 760-769, September.
- Patnaik, Ila & Shah, Ajay, 2008. "Does the currency regime shape unhedged currency exposure," Working Papers 08/50, National Institute of Public Finance and Policy.
- Ajay Shah & Ila Patnaik, 2009. "Does the Currency Regime Shape Unhedged Currency Exposure?," Working Papers id:2049, eSocialSciences.
- Júnior, José L. R., 2008. "Exchange Rate Exposure, Foreign Currency Debt and the Use of Derivatives: Evidence from Brazil," Ibmec Working Papers wpe_141, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Aysun, Uluc & Guldi, Melanie, 2011.
"Exchange rate exposure: A nonparametric approach,"
Emerging Markets Review,
Elsevier, vol. 12(4), pages 321-337.
- Uluc Aysun & Melanie Guldi, 2009. "Exchange rate exposure: A nonparametric approach," Working papers 2009-18, University of Connecticut, Department of Economics.
- Gamini Premaratne & Prabhath Jayasinghe, 2005. "Exchange rate exposure of stock returns at firm level," International Finance 0503004, EconWPA.
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