Advanced Search
MyIDEAS: Login

Citations for "A Re-Examination of Exchange Rate Exposure"

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

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Elettra PALAZZESI & Andrea COVELLI & Giovanni CASCIELLO, 2014. "On The Volatility As A Determinant Of The Financial Crisis," Curentul Juridic, The Juridical Current, Le Courant Juridique, Petru Maior University, Faculty of Economics Law and Administrative Sciences and Pro Iure Foundation, vol. 57, pages 101-109, June.
  2. Tastan, Hüseyin, 2006. "Estimating time-varying conditional correlations between stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 360(2), pages 445-458.
  3. Dekle, Robert & Ryoo, Heajin, 2003. "Exchange Rate Fluctuations, Financing Constraints, Hedging, and Exports: Evidence from Firm Level Data," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University 2003-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  4. Kathryn M. E. Dominguez & Linda L. Tesar, 2001. "Trade and Exposure," American Economic Review, American Economic Association, American Economic Association, vol. 91(2), pages 367-370, May.
  5. Bartram, Söhnke M. & Bodnar, Gordon M., 2012. "Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(4), pages 766-792.
  6. Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
  7. Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "Exchange Rate Exposure," NBER Working Papers 8453, National Bureau of Economic Research, Inc.
  8. Entorf, Horst & Möbert, Jochen & Sonderhof, Katja, 2006. "The Foreign Exchange Rate Exposure of Nations," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 36755, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  9. Muller, A. & Verschoor, Willem F.C., 2008. "The Latin American exchange exposure of U.S. multinationals," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 18(2), pages 112-130, April.
  10. Rashid, Abdul, 2009. "The Economic Exchange Rate Exposure: Evidence for a Small Open Economy," MPRA Paper 21500, University Library of Munich, Germany.
  11. 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, Elsevier, vol. 12(3), pages 277-297, July.
  12. Fraser, Steve P. & Pantzalis, Christos, 2004. "Foreign exchange rate exposure of US multinational corporations: a firm-specific approach," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 14(3), pages 261-281, July.
  13. Hui Tong & Shang-Jin Wei, 2014. "The Misfortune of Non-financial Firms in a Financial Crisis: Disentangling Finance and Demand Shocks," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy National Bureau of Economic Research, Inc.
  14. Arturo Bris & Yrjo Koskinen & Vicente Pons-Sanz, 2001. "Corporate Financial Policies and Performance Around Currency Crises," Yale School of Management Working Papers, Yale School of Management amz2563, Yale School of Management, revised 01 Oct 2008.
  15. 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.
  16. Jose Berrospide, 2008. "Exchange rates, optimal debt composition, and hedging in small open economies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-18, Board of Governors of the Federal Reserve System (U.S.).
  17. Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(9), pages 2295-2310, September.
  18. Entorf, Horst & Jamin, Gösta, 2003. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  19. Lin, Chien-Hsiu, 2011. "Exchange rate exposure in the Asian emerging markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 21(4), pages 224-238, October.
  20. 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, National University of Singapore, Department of Economics, SCAPE 0710, National University of Singapore, Department of Economics, SCAPE.
  21. 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, Elsevier, vol. 23(7-8), pages 1011-1042.
  22. Muller, Aline & Verschoor, Willem F.C., 2006. "Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms," Journal of Empirical Finance, Elsevier, Elsevier, vol. 13(4-5), pages 495-518, October.
  23. Don Bredin & Stuart Hyde, 2010. "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers, Geary Institute, University College Dublin 201001, Geary Institute, University College Dublin.
  24. 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, Elsevier, vol. 25(6), pages 992-1009, October.
  25. Kodongo, Odongo & Ojah, Kalu, 2014. "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper 56100, University Library of Munich, Germany.
  26. Hui Tong & Shang-Jin Wei, 2008. "Real Effects of the Subprime Mortgage Crisis," IMF Working Papers 08/186, International Monetary Fund.
  27. Muller, Aline & Verschoor, Willem F.C., 2006. "Foreign exchange risk exposure: Survey and suggestions," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 16(4), pages 385-410, October.
  28. Doidge, Craig & Griffin, John & Williamson, Rohan, 2006. "Measuring the economic importance of exchange rate exposure," Journal of Empirical Finance, Elsevier, Elsevier, vol. 13(4-5), pages 550-576, October.
  29. 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.
  30. 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.
  31. 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, Central Bank of Chile, vol. 5(3), pages 67-94, December.
  32. 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.
  33. Sunghee Choi, 2010. "Estimating Exchange Rate Exposure of Trade-intensive Firms: Application to Korean Oil-refiners and Petrochemicals," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(3), pages 327-348.
  34. Muller, Aline & Verschoor, Willem F.C., 2007. "Trade and exposure of Eastern European multinationals," Emerging Markets Review, Elsevier, Elsevier, vol. 8(3), pages 218-229, September.
  35. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers, University of Connecticut, Department of Economics 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
  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, Elsevier, vol. 55(5-6), pages 557-584.
  37. Hutson, Elaine & O'Driscoll, Anthony, 2010. "Firm-level exchange rate exposure in the Eurozone," International Business Review, Elsevier, Elsevier, vol. 19(5), pages 468-478, October.
  38. 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, Elsevier, vol. 31(2), pages 148-169.
  39. Du, Ding, 2014. "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 28(C), pages 36-53.
  40. David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance, EconWPA 0211001, EconWPA.
  41. 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, Elsevier, vol. 37(5), pages 1706-1719.
  42. Hui Tong & Shang-Jin Wei, 2008. "Real Effects of the Subprime Mortgage Crisis: Is it a Demand or a Finance Shock?," NBER Working Papers 14205, National Bureau of Economic Research, Inc.
  43. Entorf, Horst & Jamin, Gösta, 2002. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 18198, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).