The foreign exchange rate 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. --
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Bibliographic InfoPaper provided by ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research in its series ZEW Discussion Papers with number 07-005.
Date of creation: 2007
Date of revision:
Exchange rate exposure; international trade; current trade balance;
Find related papers by JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-14 (All new papers)
- NEP-CBA-2007-04-14 (Central Banking)
- NEP-IFN-2007-04-14 (International Finance)
- NEP-INT-2007-04-14 (International Trade)
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