Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru
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Cited by:- Gyöngyösi, Győző & Rariga, Judit & Verner, Emil, 2021.
"The anatomy of consumption in a household foreign currency debt crisis,"
SAFE Working Paper Series
332, Leibniz Institute for Financial Research SAFE.
- Gyöngyösi, Győző & Rariga, Judit & Verner, Emil, 2022. "The anatomy of consumption in a household foreign currency debt crisis," Working Paper Series 2733, European Central Bank.
- Gyozo Gyongyosi & Judit Rariga & Emil Verner, 2022. "The Anatomy of Consumption in a Household Foreign Currency Debt Crisis," MNB Working Papers 2022/1, Magyar Nemzeti Bank (Central Bank of Hungary).
- Lorena Keller, 2024. "Arbitraging Covered Interest Rate Parity Deviations and Bank Lending," American Economic Review, American Economic Association, vol. 114(9), pages 2633-2667, September.
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More about this item
Keywords
Panel FX volatility; currency mismatch; corporate returns.;
All these keywords.JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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