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Estimation of foreign exchange exposure: an emerging market application

  • Kiymaz, Halil
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    File URL: http://www.sciencedirect.com/science/article/B6VGV-46Y5J6S-1/2/b89ddaf3096a2751a4d2225e501c672a
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    Article provided by Elsevier in its journal Journal of Multinational Financial Management.

    Volume (Year): 13 (2003)
    Issue (Month): 1 (February)
    Pages: 71-84

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    Handle: RePEc:eee:mulfin:v:13:y:2003:i:1:p:71-84
    Contact details of provider: Web page: http://www.elsevier.com/locate/mulfin

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    1. Jorion, Philippe, 1991. "The Pricing of Exchange Rate Risk in the Stock Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(03), pages 363-376, September.
    2. 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.
    3. Dumas, B, 1978. "The Theory of the Trading Firm Revisited," Journal of Finance, American Finance Association, vol. 33(3), pages 1019-30, June.
    4. Doukas, John & Hall, Patricia H. & Lang, Larry H. P., 1999. "The pricing of currency risk in Japan," Journal of Banking & Finance, Elsevier, vol. 23(1), pages 1-20, January.
    5. 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.
    6. Nydahl, Stefan, 1999. "Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence," Working Paper Series 81, Sveriges Riksbank (Central Bank of Sweden).
    7. Jongmoo Jay Choi & Anita Mehra Prasad, 1995. "Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals," Financial Management, Financial Management Association, vol. 24(3), Fall.
    8. Stefan Nydahl*, 1999. "Exchange rate exposure, foreign involvement and currency hedging of firms: some Swedish evidence," European Financial Management, European Financial Management Association, vol. 5(2), pages 241-257.
    9. 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.
    10. Khoo, Andrew, 1994. "Estimation of foreign exchange exposure: an application to mining companies in Australia," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 342-363, June.
    11. Harris, John M. & Wayne Marr, M. & Spivey, Michael F., 1991. "Exchange rate movements and the stock returns of U.S. commercial banks," Journal of Business Research, Elsevier, vol. 22(3), pages 233-242, May.
    12. Chamberlain, Sandra & Howe, John S. & Popper, Helen, 1997. "The exchange rate exposure of U.S. and Japanese banking institutions," Journal of Banking & Finance, Elsevier, vol. 21(6), pages 871-892, June.
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