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Citations for "Asymmetric exchange rate exposure: theory and evidence"

by Koutmos, Gregory & Martin, Anna D.

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  1. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
  2. Rossi, José Luiz J., 2009. "Nonlinear Foreign Exchange Exposure: Evidence from Brazilian Companies," Insper Working Papers wpe_189, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  3. 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.
  4. Bartram, Söhnke M., 2008. "What lies beneath: Foreign exchange rate exposure, hedging and cash flows," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1508-1521, August.
  5. Koutmos, Gregory & Martin, Anna D., 2007. "Modeling time variation and asymmetry in foreign exchange exposure," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 61-74, February.
  6. Fang, WenShwo & Lai, YiHao & Miller, Stephen M., 2009. "Does exchange rate risk affect exports asymmetrically? Asian evidence," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 215-239, March.
  7. Entorf & Jamin, 2005. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," International Finance 0508005, EconWPA.
  8. 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.
  9. Kuper, Gerard H. & Lestano, 2006. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," CCSO Working Papers 200602, University of Groningen, CCSO Centre for Economic Research.
  10. Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2006. "The Foreign Exchange Rate Exposure of Nations," Darmstadt Discussion Papers in Economics 36755, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  11. Hsin, Chin-Wen & Shiah-Hou, Shin-Rong & Chang, Feng-Yi, 2007. "Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 384-400, December.
  12. Choi, Jongmoo Jay & Jiang, Cao, 2009. "Does multinationality matter? Implications of operational hedging for the exchange risk exposure," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1973-1982, November.
  13. Crowley, Patrick & Habibdoust , Amir, 2013. "Assessing the exchange rate exposure of US multinationals," Research Discussion Papers 34/2013, Bank of Finland.
  14. 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.
  15. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, vol. 23(1), pages 18-29.
  16. 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.
  17. Bartram, Söhnke M., 2007. "Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk," MPRA Paper 6662, University Library of Munich, Germany.
  18. Hutson, Elaine & Laing, Elaine, 2014. "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 97-113.
  19. Hsu, Chih-Chiang & Yau, Ruey & Wu, Jyun-Yi, 2009. "Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 57-69, June.
  20. Román Ferrer & Cristóbal González & Gloria M. Soto, 2010. "Linear and nonlinear interest rate exposure in Spain," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 431-451, May.
  21. Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2007. "The foreign exchange rate rate exposure of nations," ZEW Discussion Papers 07-005, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  22. 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.
  23. Aggarwal, Raj & Harper, Joel T., 2010. "Foreign exchange exposure of "domestic" corporations," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1619-1636, December.
  24. Martin, Anna D. & Mauer, Laurence J., 2005. "A note on common methods used to estimate foreign exchange exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 125-140, April.
  25. Tai, Chu-Sheng, 2005. "Asymmetric currency exposure of US bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 455-472, October.
  26. Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 5(1), pages 25-34, April.
  27. Gamini Premaratne & Prabhath Jayasinghe, 2005. "Exchange rate exposure of stock returns at firm level," International Finance 0503004, EconWPA.