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Measuring the economic importance of exchange rate exposure

Citations

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Cited by:

  1. Asif, Raheel & Frömmel, Michael, 2022. "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, vol. 51(PA).
  2. Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.
  3. Tang, Bo & Bethencourt, Carlos, 2015. "Asymmetric Unemployment-Output Tradeoff in the Eurozone," MPRA Paper 66043, University Library of Munich, Germany.
  4. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1383-1399, June.
  5. Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012. "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 447-468, November.
  6. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
  7. Li, Shaofang & Marinč, Matej, 2014. "The use of financial derivatives and risks of U.S. bank holding companies," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 46-71.
  8. Mohammad Al‐Shboul & Sajid Anwar, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 18-29, January.
  9. Lan, Li-Huei & Chen, Chang-Chih & Chuang, Shuang-Shii, 2015. "Exchange rate risk management: What can we learn from financial crises?," Economic Modelling, Elsevier, vol. 45(C), pages 187-192.
  10. Krapl, Alain A., 2017. "Asymmetric foreign exchange cash flow exposure: A firm-level analysis," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 48-72.
  11. Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2008. "Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium," Journal of Financial Economics, Elsevier, vol. 90(2), pages 169-196, November.
  12. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
  13. Chaieb, Ines & Mazzotta, Stefano, 2013. "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 781-808.
  14. Valentina Bruno & Hyun Song Shin, 2020. "Currency Depreciation and Emerging Market Corporate Distress," Management Science, INFORMS, vol. 66(5), pages 1935-1961, May.
  15. Ronald C. Anderson & Mikael C. Bergbrant & Delroy M. Hunter & David M. Reeb, 2023. "Are founding families less willing to bear risk? Evidence from the currency exposure and internationalization strategy of family firms," Financial Management, Financial Management Association International, vol. 52(1), pages 41-66, March.
  16. Bang Nam Jeon & Lei Zhu & Dazhi Zheng, 2017. "Exchange rate exposure and financial crises: evidence from emerging Asian markets," Risk Management, Palgrave Macmillan, vol. 19(1), pages 53-71, February.
  17. Bartram, Söhnke M. & Bodnar, Gordon, 2005. "The Exchange Rate Exposure Puzzle," MPRA Paper 6482, University Library of Munich, Germany.
  18. Kolari, James W. & Moorman, Ted C. & Sorescu, Sorin M., 2008. "Foreign exchange risk and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1074-1097, November.
  19. O'Brien, Thomas J., 2010. "Fundamentals of corporate currency exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 310-321, July.
  20. Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2008. "Does hedging tell the full story? : Reconciling differences in US aggregate and industry-level exchange rate risk premia," Research Discussion Papers 14/2008, Bank of Finland.
  21. Entrop, Oliver & Merkel, Matthias F., 2018. ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-31-18, University of Passau, Faculty of Business and Economics.
  22. Hyunjoo Kim Karlsson & R. Scott Hacker, 2013. "Time-varying betas of sectoral returns to market returns and exchange rate movements," Applied Financial Economics, Taylor & Francis Journals, vol. 23(14), pages 1155-1168, July.
  23. Bo Tang, 2019. "Does the currency exposure affect stock returns of Chinese automobile firms?," Empirical Economics, Springer, vol. 57(1), pages 53-77, July.
  24. Sunghee Choi & Md. Abdus Salam & Ki-Dong Lee, 2019. "The Nature of Exchange Rate Movements and Exchange Rate Exposure: The Bangladesh Case," Journal of South Asian Development, , vol. 14(2), pages 180-222, August.
  25. Huffman, Stephen P. & Makar, Stephen D. & Beyer, Scott B., 2010. "A three-factor model investigation of foreign exchange-rate exposure," Global Finance Journal, Elsevier, vol. 21(1), pages 1-12.
  26. Söhnke M. Bartram & Natasha Burns & Jean Helwege, 2013. "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-20.
  27. Ye, Min & Hutson, Elaine & Muckley, Cal, 2014. "Exchange rate regimes and foreign exchange exposure: The case of emerging market firms," Emerging Markets Review, Elsevier, vol. 21(C), pages 156-182.
  28. Boyang Miao & Si Zhou & Jing Nie & Zhichao Zhang, 2013. "Renminbi exchange rate exposure: evidence from Chinese industries," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 229-250, November.
  29. Samson, Lucie, 2013. "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, vol. 28(C), pages 35-44.
  30. Hutson, Elaine & Laing, Elaine, 2014. "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 97-113.
  31. Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2021. "Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade," Economic Modelling, Elsevier, vol. 105(C).
  32. Apergis, Nicholas & Artikis, Panagiotis & Sorros, John, 2011. "Asset pricing and foreign exchange risk," Research in International Business and Finance, Elsevier, vol. 25(3), pages 308-328, September.
  33. Hsin, Chin-Wen & Shiah-Hou, Shin-Rong & Chang, Feng-Yi, 2007. "Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 384-400, December.
  34. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A., 2010. "Resolving the exposure puzzle: The many facets of exchange rate exposure," Journal of Financial Economics, Elsevier, vol. 95(2), pages 148-173, February.
  35. Lestano, Lestano, 2015. "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper 64357, University Library of Munich, Germany.
  36. Bartram, Söhnke M. & Bodnar, Gordon M., 2012. "Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 766-792.
  37. Chang, Feng-Yi & Hsin, Chin-Wen & Shiah-Hou, Shin-Rong, 2013. "A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3243-3257.
  38. Katalin Bodnár, 2009. "Exchange rate exposure of Hungarian enterprises – results of a survey," MNB Occasional Papers 2009/80, Magyar Nemzeti Bank (Central Bank of Hungary).
  39. Bergbrant, Mikael C. & Hunter, Delroy M., 2018. "(How) do credit market conditions affect firms' post-hedging outcomes? Evidence from bank lending standards and firms' currency exposure," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 203-222.
  40. Roberto Alvarez & Erwin Hansen, 2017. "Corporate Currency Risk and Hedging in Chile: Real and Financial Effects," IDB Publications (Working Papers) 97976, Inter-American Development Bank.
  41. He, Qing & Liu, Junyi & Zhang, Ce, 2021. "Exchange rate exposure and its determinants in China," China Economic Review, Elsevier, vol. 65(C).
  42. Sonali Madhusmita Mohapatra, 2017. "A Comparison of Exchange Rate Exposure between Manufacturing vis-à-vis Service Sector Firms in India," Economic Papers, The Economic Society of Australia, vol. 36(1), pages 75-85, March.
  43. Weixuan Xia, 2023. "Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences," Papers 2312.00266, arXiv.org.
  44. Ayhan Kapusuzoglu, 2013. "The Effect of the Exchange Rate Risk on the Stock Prices of the Energy Companies," Journal of Economics and Behavioral Studies, AMH International, vol. 5(2), pages 106-116.
  45. Sunghee Choi, 2010. "Estimating Exchange Rate Exposure of Trade-intensive Firms: Application to Korean Oil-refiners and Petrochemicals," Global Economic Review, Taylor & Francis Journals, vol. 39(3), pages 327-348.
  46. Ekta Sikarwar & Ganesh Kumar Nidugala, 2018. "Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 60-95, April.
  47. Chue, Timothy K. & Cook, David, 2008. "Emerging market exchange rate exposure," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1349-1362, July.
  48. Krapl, Alain & O'Brien, Thomas J., 2015. "Direct versus indirect regression estimates of foreign exchange cash flow exposure," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 103-112.
  49. Young Sang Kim & Junyoup Lee & Ha-Chin Yi, 2021. "Is Foreign Exchange Risk Priced in Bank Loan Spreads?," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1061-1092, October.
  50. Aggarwal, Raj & Harper, Joel T., 2010. "Foreign exchange exposure of "domestic" corporations," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1619-1636, December.
  51. repec:zbw:bofrdp:2008_014 is not listed on IDEAS
  52. Anand B. Gulati & James W. Kolari & Johan Knif, 2013. "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 1-47, March - J.
  53. Mikael C. Bergbrant & Kaysia Campbell & Delroy M. Hunter, 2014. "Firm-Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms," Financial Management, Financial Management Association International, vol. 43(4), pages 885-916, December.
  54. Akay, Gokhan H. & Cifter, Atilla, 2014. "Exchange rate exposure at the firm and industry levels: Evidence from Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 426-434.
  55. Ayesha Afzal & Nawazish Mirza, 2011. "Size and Value Premium in International Portfolios: Evidence from 15 European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(2), pages 173-190, June.
  56. Luke Lin & Chun I Lee, 2017. "Unmasking the Relationships Between Exchange Rate Exposure and Its Determinants: A More Complete Picture from Quantile Regressions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-28, December.
  57. Su, EnDer & Fen, Yu-Gin, 2011. "Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market," MPRA Paper 35474, University Library of Munich, Germany.
  58. Mojisola Olugbode & Ahmed El-Masry & John Pointon, 2014. "Exchange Rate and Interest Rate Exposure of UK Industries Using First-order Autoregressive Exponential GARCH-in-mean (EGARCH-M) Approach," Manchester School, University of Manchester, vol. 82(4), pages 409-464, July.
  59. Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2008. "Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk premia," Bank of Finland Research Discussion Papers 14/2008, Bank of Finland.
  60. Erwin Hansen S. & Stuart Hyde, 2013. "Determinants of corporate exchange rate exposure in Chilean firms," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(3), pages 70-88, December.
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