The foreign exchange rate 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.
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- 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
20147, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
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- 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 - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- 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, EconWPA.
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Journal of International Economics,
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