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Exchange Rate Exposure and Foreign Market Competition: Evidence from Japanese Firms

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Author Info
Robert Dekle (University of Southern California)

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Abstract

In this paper, we focus on the impact of foreign competition on exposure, or the responsiveness of profits to fluctuations in exchange rates. We find that, of the 15 four-digit level Japanese export industries in our sample, 10 industries are better characterized as Cournot competitors in foreign markets, rather than colluding firms. Depending on the industry, exposure elasticities range from 0.5% to 8.5%, with an average of around 2.5%. These elasticities, on the whole, are much higher than those found in earlier research. Collusive exporters tend to have higher elasticities than competitive exporters.

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?JB780109
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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 78 (2005)
Issue (Month): 1 (January)
Pages: 281-300
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:281-300

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  1. Eiji Ogawa & Kentaro Iwatsubo, 2009. "External Adjustments and Coordinated Exchange Rate Policy in Asia," Global COE Hi-Stat Discussion Paper Series gd08-048, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  2. Robert Dekle & Hyeok Jeong & Heajin Ryoo, 2006. "A Re-examination of the Exchange Rate Disconnect Puzzle: Evidence from Japanese Firm Level Data," IEPR Working Papers 06.46, Institute of Economic Policy Research (IEPR). [Downloadable!]
  3. 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!]
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