The Foreign Exchange Rate Exposure of Nations
AbstractFollowing the well-known approach by Adler and Dumas (1984), we evaluate the foreign exchange rate exposure of nations. Results based on data from 27 countries show that national foreign exchange rate exposures are significantly related to the current trade balance variables of corresponding economies.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. 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.
Bibliographic InfoPaper provided by Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) in its series Darmstadt Discussion Papers in Economics with number 36755.
Date of creation: Apr 2006
Date of revision:
Publication status: Published in Darmstadt Discussion Papers in Economics . 169 (2006-04)
Note: for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/36755/
Contact details of provider:
Postal: Hochschulstr. 1, 64289 Darmstadt
Phone: ++49 (0)6151 16-2701
Fax: ++49 (0)6151 16-6508
Web page: http://www.wi.tu-darmstadt.de/fachgebiete/fachgebiete_4/volkswirtschaftlichefachgebiete.de.jsp
More information through EDIRC
Exchange rate exposure; international trade; current trade balance;
Other versions of this item:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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.:
- Koutmos, Gregory & Martin, Anna D., 2003. "Asymmetric exchange rate exposure: theory and evidence," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 365-383, June.
- Dominguez, Kathryn M.E. & Tesar, Linda L., 2006.
"Exchange rate exposure,"
Journal of International Economics,
Elsevier, vol. 68(1), pages 188-218, January.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"A Reexamination of Exchange-Rate Exposure,"
American Economic Review,
American Economic Association, vol. 91(2), pages 396-399, May.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "A Re-Examination of Exchange Rate Exposure," NBER Working Papers 8128, National Bureau of Economic Research, Inc.
- Kathryn M.E Dominguez & Linda L. Tesar, 2001. "A Re-Examination of Exchange Rate Exposure," Working Papers 465, Research Seminar in International Economics, University of Michigan.
- 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.
- 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.
- 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.
- Jorion, Philippe, 1990. "The Exchange-Rate Exposure of U.S. Multinationals," The Journal of Business, University of Chicago Press, vol. 63(3), pages 331-45, July.
- 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.
- 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.
- Abdul Rashid, 2010.
"The Economic Exchange Rate Exposure: Evidence for a Small Open Economy,"
The IUP Journal of Monetary Economics,
IUP Publications, vol. 0(4), pages 46-58, November.
- Rashid, Abdul, 2009. "The Economic Exchange Rate Exposure: Evidence for a Small Open Economy," MPRA Paper 21500, University Library of Munich, Germany.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dekanatssekretariat).
If references are entirely missing, you can add them using this form.