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Citations for "A Reexamination of Exchange-Rate Exposure"

by Kathryn M. E. Dominguez & Linda L. Tesar

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  1. 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.
  2. Parsley, David C. & Popper, Helen A., 2006. "Exchange rate pegs and foreign exchange exposure in East and South East Asia," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 992-1009, October.
  3. Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2295-2310, September.
  4. Arturo Bris & Yrjo Koskinen & Vicente Pons-Sanz, 2001. "Corporate Financial Policies and Performance Around Currency Crises," Yale School of Management Working Papers amz2563, Yale School of Management, revised 01 Oct 2008.
  5. Horst Entorf & Jochen Moebert & Katja Sonderhof, 2011. "The Foreign Exchange Rate Exposure of Nations," Open Economies Review, Springer, vol. 22(2), pages 339-353, April.
  6. Rashid, Abdul, 2009. "The Economic Exchange Rate Exposure: Evidence for a Small Open Economy," MPRA Paper 21500, University Library of Munich, Germany.
  7. Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "Trade and Exposure," NBER Working Papers 8129, National Bureau of Economic Research, Inc.
  8. Heajin Ryoo & Robert Dekle, 2004. "Exchange Rate Fluctuations, Financing Constraints, Hedging, and Exports: Evidence from Firm Level Data," Econometric Society 2004 North American Winter Meetings 20, Econometric Society.
  9. Muller, Aline & Verschoor, Willem F.C., 2007. "Trade and exposure of Eastern European multinationals," Emerging Markets Review, Elsevier, vol. 8(3), pages 218-229, September.
  10. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
  11. Tong, Hui & Wei, Shang-Jin, 2009. "The Misfortune of Non-financial Firms in a Financial Crisis: Disentangling Finance and Demand Shocks," CEPR Discussion Papers 7208, C.E.P.R. Discussion Papers.
  12. Felipe Morandé L. & Matías Tapia G., 2002. "Exchange Rate Policy in Chile: the Abandonment of the Band and the Floating Experience," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 67-94, December.
  13. Muller, A. & Verschoor, Willem F.C., 2008. "The Latin American exchange exposure of U.S. multinationals," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 112-130, April.
  14. Forbes, Kristen & Chinn, Menzie David, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," Working papers 4414-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  15. Francis, Bill B. & Hunter, Delroy M., 2004. "The impact of the euro on risk exposure of the world's major banking industries," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1011-1042.
  16. Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013. "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1706-1719.
  17. Prabhath Jayasinghe & Albert K. Tsui, 2007. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors," SCAPE Policy Research Working Paper Series 0710, National University of Singapore, Department of Economics, SCAPE.
  18. Doidge, Craig & Griffin, John & Williamson, Rohan, 2006. "Measuring the economic importance of exchange rate exposure," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 550-576, October.
  19. Du, Ding, 2014. "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 36-53.
  20. Sunghee Choi, 2010. "Estimating Exchange Rate Exposure of Trade-intensive Firms: Application to Korean Oil-refiners and Petrochemicals," Global Economic Review, Taylor & Francis Journals, vol. 39(3), pages 327-348.
  21. Jose Berrospide, 2008. "Exchange rates, optimal debt composition, and hedging in small open economies," Finance and Economics Discussion Series 2008-18, Board of Governors of the Federal Reserve System (U.S.).
  22. Lin, Chien-Hsiu, 2011. "Exchange rate exposure in the Asian emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 21(4), pages 224-238, October.
  23. Tastan, Hüseyin, 2006. "Estimating time-varying conditional correlations between stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 445-458.
  24. Mun, Kyung-Chun & Emir Morgan, George, 2003. "Bank foreign exchange and interest rate risk management: simultaneous versus separate hedging strategies," Journal of Financial Intermediation, Elsevier, vol. 12(3), pages 277-297, July.
  25. Muller, Aline & Verschoor, Willem F.C., 2006. "Foreign exchange risk exposure: Survey and suggestions," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 385-410, October.
  26. Hutson, Elaine & O'Driscoll, Anthony, 2010. "Firm-level exchange rate exposure in the Eurozone," International Business Review, Elsevier, vol. 19(5), pages 468-478, October.
  27. Bredin, Don & Hyde, Stuart, 2011. "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1128-1142, May.
  28. Fraser, Steve P. & Pantzalis, Christos, 2004. "Foreign exchange rate exposure of US multinational corporations: a firm-specific approach," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 261-281, July.
  29. 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.
  30. Hui Tong & Shang-Jin Wei, 2008. "Real Effects of the Subprime Mortgage Crisis: Is it a Demand or a Finance Shock?," IMF Working Papers 08/186, International Monetary Fund.
  31. Ananda Jayawickrama & Tilak Abeysinghe, 2007. "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers 21925, East Asian Bureau of Economic Research.
  32. Bartram, Söhnke M. & Bodnar, Gordon M., 2006. "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper 14018, University Library of Munich, Germany, revised 02 Nov 2008.
  33. Jongen, R. & Muller, A. & Verschoor, W.F.C., 2012. "Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 148-169.
  34. Dominguez, Kathryn M.E. & Tesar, Linda L., 2006. "Exchange rate exposure," Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
  35. Jes�s Mu�oz & P. Nicholas Snowden, 2006. "Floating without flotations-the exchange rate and the Mexican stock market: 1995-2001," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(3), pages 299-318.
  36. Bailey, Warren & Mao, Connie X. & Zhong, Rui, 2003. "Exchange rate regimes and stock return volatility: some evidence from Asia's silver era," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 557-584.
  37. Muller, Aline & Verschoor, Willem F.C., 2007. "Asian foreign exchange risk exposure," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 16-37, March.
  38. David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, EconWPA.