Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries
Download full text from publisher
Other versions of this item:
- Cuestas Juan Carlos & Tang Bo, 2017. "Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-21, September.
- Juan Carlos Cuestas & Bo Tang, 2015. "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," Working Papers 2015021, The University of Sheffield, Department of Economics.
References listed on IDEAS
- Bo Tang, 2015.
"Exchange Rate Exposure of Chinese Firms at the Industry and Firm Level,"
Review of Development Economics,
Wiley Blackwell, vol. 19(3), pages 592-607, August.
- Tang, Bo, 2014. "Exchange Rate Exposure of Chinese Firms at the Industry and Firm level," MPRA Paper 66008, University Library of Munich, Germany, revised Apr 2015.
- Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
- Wei, Yi-Ming & Liao, Hua & Fan, Ying, 2007. "An empirical analysis of energy efficiency in China's iron and steel sector," Energy, Elsevier, vol. 32(12), pages 2262-2270.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bo Tang, 2019.
"Does the currency exposure affect stock returns of Chinese automobile firms?,"
Springer, vol. 57(1), pages 53-77, July.
- Tang, Bo, 2018. "Does the currency exposure affect stock returns of Chinese automobile firms?," MPRA Paper 85125, University Library of Munich, Germany.
- Salisu, Afees A., 2019.
"United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD,"
Finance Research Letters,
Elsevier, vol. 28(C), pages 343-347.
- Afees A. Salisu, 2018. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers 049, Centre for Econometric and Allied Research, University of Ibadan.
- Bahmani-Oskooee, Mohsen & Saha, Sujata, 2016. "Do exchange rate changes have symmetric or asymmetric effects on stock prices?," Global Finance Journal, Elsevier, vol. 31(C), pages 57-72.
- Andrew Phiri, 2020.
"Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform,"
Economic Change and Restructuring,
Springer, vol. 53(1), pages 171-193, February.
- Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
- Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
- Juan Carlos Cuestas & Ying Sophie Huang & Bo Tang, 2016.
"Does the Yuan's Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?,"
2016006, The University of Sheffield, Department of Economics.
- Cuestas, Juan Carlos & Huang, Ying & Tang, Bo, 2016. "Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," MPRA Paper 70921, University Library of Munich, Germany.
- Cuestas, Juan Carlos & Huang, Ying Sophie & Tang, Bo, 2018. "Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 253-263.
- Lateef O. Akanni & Kazeem Isah, 2018. "Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?," Working Papers 046, Centre for Econometric and Allied Research, University of Ibadan.
- Gözde YILDIRIM, Zafer ADALI, 2018. "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
- Siew-Pong Cheah & Thian-Hee Yiew & Cheong-Fatt Ng, 2017. "A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia," Economics Bulletin, AccessEcon, vol. 37(1), pages 336-346.
More about this item
KeywordsAsymmetric exchange rate exposure; stock returns; Chinese industries; NARDL;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F3 - International Economics - - International Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-TRA-2016-07-23 (Transition Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:xjt:rieiwp:2016-03. 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: (Paulo Regis). General contact details of provider: http://edirc.repec.org/data/rixjtcn.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.