The Foreign Exchange Rate Exposure of Nations
Following 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.
|Date of creation:||Apr 2006|
|Date of revision:|
|Publication status:||Published in Darmstadt Discussion Papers in Economics . 169 (2006-04)|
|Note:||for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/36755/|
|Contact details of provider:|| Postal: |
Phone: ++49 (0)6151 16-2701
Fax: ++49 (0)6151 16-6508
Web page: http://www.wi.tu-darmstadt.de/fachgebiete/fachgebiete_4/volkswirtschaftlichefachgebiete.de.jsp
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Koutmos, Gregory & Martin, Anna D., 2003. "Asymmetric exchange rate exposure: theory and evidence," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 365-383, June.
- Dominguez, Kathryn M.E. & Tesar, Linda L., 2006.
"Exchange rate exposure,"
Journal of International Economics,
Elsevier, vol. 68(1), pages 188-218, January.
- Bartram, Sohnke M. & Karolyi, G. Andrew, 2006.
"The impact of the introduction of the Euro on foreign exchange rate risk exposures,"
Journal of Empirical Finance,
Elsevier, vol. 13(4-5), pages 519-549, October.
- Bartram, Sohnke M. & Karolyi, G. Andrew, 2004. "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Working Paper Series 2005-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Sohnke M. Bartram & G. Andrew Karolyi, 2002. "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Finance 0207005, EconWPA, revised 16 Sep 2002.
- 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.
- Kathryn M.E Dominguez & Linda L. Tesar, 2001.
"A Re-Examination of Exchange Rate Exposure,"
465, Research Seminar in International Economics, University of Michigan.
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:dar:ddpeco:36755. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dekanatssekretariat)
If references are entirely missing, you can add them using this form.