German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
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- Entorf Horst & Jamin Gösta, 2007. "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, De Gruyter, vol. 8(3), pages 344-374, August.
- Horst Entorf & Gösta Jamin, 2007. "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 344-374, August.
- 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, University Library of Munich, Germany.
- Jamin, Gösta & Entorf, Horst, 2004. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers 04-03, ZEW - Leibniz Centre for European Economic Research.
- Entorf, Horst & Jamin, Gösta, 2003. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- 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 126, Darmstadt University of Technology, Department of Law and Economics.
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Cited by:
- Entorf, Horst & Jamin, Gösta, 2003.
"The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling,"
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
20146, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Entorf, Horst & Jamin, Gösta, 2005. "The Dollar and the German Stock Market : determination of exposure to and pricing of exchange rate risk using APT-Modeling," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 5509, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Entorf, Horst & Jamin, Gösta, 2003. "The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling," Darmstadt Discussion Papers in Economics 127, Darmstadt University of Technology, Department of Law and Economics.
- Entorf, Horst & Jamin, Gösta, 2008. "The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77453, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Horst Entorf & Gösta Jamin, 2007.
"German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs,"
German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 344-374, August.
- Entorf Horst & Jamin Gösta, 2007. "German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs," German Economic Review, De Gruyter, vol. 8(3), pages 344-374, August.
- 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 126, Darmstadt University of Technology, Department of Law and Economics.
- 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, University Library of Munich, Germany.
- Entorf, Horst & Jamin, Gösta, 2008. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77452, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Jamin, Gösta & Entorf, Horst, 2004. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers 04-03, ZEW - Leibniz Centre for European Economic Research.
- Entorf, Horst & Jamin, Gösta, 2003. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Prabhath Jayasinghe & Albert K. Tsui, 2009. "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers 22761, East Asian Bureau of Economic Research.
- repec:bla:germec:v:8:y:2007:i::p:344-374 is not listed on IDEAS
- Gamini Premaratne & Prabhath Jayasinghe, 2005. "Exchange rate exposure of stock returns at firm level," International Finance 0503004, University Library of Munich, Germany.
- Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
More about this item
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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