The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements
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References listed on IDEAS
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More about this item
Keywordsasset correlation; bias; exchange rate; currency composition; currency mismatch;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-02-17 (All new papers)
- NEP-BAN-2016-02-17 (Banking)
- NEP-CFN-2016-02-17 (Corporate Finance)
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