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Asymmetric currency exposure of US bank stock returns

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  • Tai, Chu-Sheng

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  • Tai, Chu-Sheng, 2005. "Asymmetric currency exposure of US bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 455-472, October.
    • Handle: RePEc:eee:mulfin:v:15:y:2005:i:4-5:p:455-472
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    Cited by:

    1. Rossi, José Luiz J., 2009. "Nonlinear Foreign Exchange Exposure: Evidence from Brazilian Companies," Insper Working Papers wpe_189, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Malin Gardberg, 2022. "Exchange Rate Sensitivity and the Net Foreign Asset Composition," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 569-598, March.
    3. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
    4. Muller, Aline & Verschoor, Willem F.C., 2006. "Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 495-518, October.
    5. Gounopoulos, Dimitrios & Molyneux, Philip & Staikouras, Sotiris K. & Wilson, John O.S. & Zhao, Gang, 2013. "Exchange rate risk and the equity performance of financial intermediaries," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 271-282.
    6. Koutmos, Gregory & Martin, Anna D., 2007. "Modeling time variation and asymmetry in foreign exchange exposure," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 61-74, February.
    7. Gardberg, Malin, 2018. "Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements," Working Paper Series 1246, Research Institute of Industrial Economics.
    8. Rossi Júnior, José Luiz, 2012. "Understanding Brazilian companies' foreign exchange exposure," Emerging Markets Review, Elsevier, vol. 13(3), pages 352-365.

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