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Citations for "Pass-Through and Exposure"

by Bodnar, G.M. & Dumas, B. & Marston, R.C.

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  1. 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.
  2. Dominguez, Kathryn M.E. & Tesar, Linda L., 2006. "Exchange rate exposure," Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
  3. Rashid, Abdul, 2009. "The Economic Exchange Rate Exposure: Evidence for a Small Open Economy," MPRA Paper 21500, University Library of Munich, Germany.
  4. Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," CESifo Working Paper Series 5341, CESifo Group Munich.
  5. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," IDEI Working Papers 739, Institut d'Économie Industrielle (IDEI), Toulouse.
  6. Andrew Atkeson & Ariel Burstein, 2008. "Pricing-to-Market, Trade Costs, and International Relative Prices," American Economic Review, American Economic Association, vol. 98(5), pages 1998-2031, December.
  7. Bartram, Söhnke M. & Bodnar, Gordon, 2005. "The Exchange Rate Exposure Puzzle," MPRA Paper 6482, University Library of Munich, Germany.
  8. Sarah Guillou & Stefano Schiavo, 2010. "Export Prices and Increasing World Competition: Evidence from French, German, and Italian Pricing Behaviour," Chapters, in: Innovation, Economic Growth and the Firm, chapter 10 Edward Elgar.
  9. Jane Ihrig & David Prior, 2003. "The effect of exchange rate fluctuations on multinationals' returns," International Finance Discussion Papers 782, Board of Governors of the Federal Reserve System (U.S.).
  10. Christopher Gust & Sylvain Leduc & Robert Vigfusson, 2006. "Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through," 2006 Meeting Papers 165, Society for Economic Dynamics.
  11. Sarah Guillou & Stefano Schiavo, 2011. "Exchange Rate Exposure under Liquidity Constraints," Department of Economics Working Papers 1107, Department of Economics, University of Trento, Italia.
  12. Du, Ding, 2014. "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 36-53.
  13. M. Frömmel & M. Luetje, 2014. "Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/873, Ghent University, Faculty of Economics and Business Administration.
  14. Nucci, Francesco & Pozzolo, Alberto F., 2001. "Investment and the exchange rate: An analysis with firm-level panel data," European Economic Review, Elsevier, vol. 45(2), pages 259-283, February.
  15. Aggarwal, Raj & Berrill, Jenny & Hutson, Elaine & Kearney, Colm, 2011. "What is a multinational corporation? Classifying the degree of firm-level multinationality," International Business Review, Elsevier, vol. 20(5), pages 557-577, October.
  16. Christopher Gust & Sylvain Leduc & Nathan Sheets, 2008. "The adjustment of global external balances: does partial exchange rate pass-through to trade prices matter?," Working Paper Series 2008-16, Federal Reserve Bank of San Francisco.
  17. Allayannis, George & Lel, Ugur & Miller, Darius P., 2012. "The use of foreign currency derivatives, corporate governance, and firm value around the world," Journal of International Economics, Elsevier, vol. 87(1), pages 65-79.
  18. Kolver Hernandez & Aslı Leblebicioğlu, 2012. "A regime-switching analysis of pass-through," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 148(3), pages 523-552, September.
  19. Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
  20. 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).
  21. Juan Piñeiro Chousa, & Artur Tamazian, & Davit N. Melikyan,, 2008. "MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members," William Davidson Institute Working Papers Series wp916, William Davidson Institute at the University of Michigan.
  22. Bodnar, Gordon & Dumas, Bernard & Marston, Richard, 2003. "Cross-Border Valuation: The International Cost of Equity Capital," Working Papers 03-3, University of Pennsylvania, Wharton School, Weiss Center.
  23. Bleuel, Hans-H., 2014. "Ökonomische Wechselkursrisiken: Relevanz, Bestimmung und Steuerung im russisch-deutschen Geschäftsverkehr
    [Foreign Exchange Risk: Relevance, Analysis and Management in German-Russian Business]
    ," Duesseldorf Working Papers in Applied Management and Economics fobe25, Duesseldorf University of Applied Sciences.
  24. 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.
  25. Jane Ihrig, 2001. "Exchange-rate exposure of multinationals: focusing on exchange-rate issues," International Finance Discussion Papers 709, Board of Governors of the Federal Reserve System (U.S.).
  26. repec:spo:wpecon:info:hdl:2441/5l6uh8ogmqildh09h561m4g1g is not listed on IDEAS
  27. Jiranyakul, Komain & Batavia, Bala, 2009. "Does Purchasing Power Parity hold in Thailand?," MPRA Paper 47032, University Library of Munich, Germany.
  28. Mario Marazzi & Nathan Sheets & Robert J. Vigfusson & Jon Faust & Joseph Gagnon & Jaime Marquez & Robert F. Martin & Trevor Reeve & John Rogers, 2005. "Exchange rate pass-through to U.S. import prices: some new evidence," International Finance Discussion Papers 833, Board of Governors of the Federal Reserve System (U.S.).
  29. Rebecca Hellerstein, 2004. "Who bears the cost of a change in the exchange rate? The case of imported beer," Staff Reports 179, Federal Reserve Bank of New York.
  30. Hutson, Elaine & O'Driscoll, Anthony, 2010. "Firm-level exchange rate exposure in the Eurozone," International Business Review, Elsevier, vol. 19(5), pages 468-478, October.
  31. Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
  32. Marco Del Negro & Robin Brooks, 2005. "A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns," IMF Working Papers 05/52, International Monetary Fund.
  33. Charles P. Thomas & Jaime Marquez, 2006. "Measurement matters for modeling U.S. import prices," International Finance Discussion Papers 883, Board of Governors of the Federal Reserve System (U.S.).
  34. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 10-24.
  35. Bowe, Michael & Saltvedt, Thina M., 2004. "Currency invoicing practices, exchange rate volatility and pricing-to-market: evidence from product level data," International Business Review, Elsevier, vol. 13(3), pages 281-308, June.
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