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Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland

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  • Gregory Koutmos
  • Johan Knif
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    Abstract

    This paper investigates asymmetric as well as first- and second-moment exchange rate exposure of the Finnish stock exchange (FSE) during the pre- and post-Euro periods. There is evidence of significant market-level and residual exchange rate exposure in the pre-Euro period. In the period, following the introduction of the Euro, however, exchange rate exposure becomes insignificant both at the market level and at the individual portfolio level with minor exceptions. Obviously, the introduction of the Euro has had a profound impact on the exchange rate exposure of the FSE.

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    File URL: http://www.tandfonline.com/doi/abs/10.1080/1351847X.2010.543843
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal The European Journal of Finance.

    Volume (Year): 17 (2011)
    Issue (Month): 8 ()
    Pages: 661-674

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    Handle: RePEc:taf:eurjfi:v:17:y:2011:i:8:p:661-674

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    Web page: http://www.tandfonline.com/REJF20

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    Related research

    Keywords: exchange rate exposure; post-Euro exposure; asymmetric exposure; exchange rate volatility;

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    Cited by:
    1. Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers 2012-09, University of Tasmania, School of Economics and Finance, revised 20 Nov 2012.

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