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Citations for "A Re-Examination of Exchange Rate Exposure"

by Kathryn M.E. Dominguez & Linda L. Tesar

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  1. Fraser, Steve P. & Pantzalis, Christos, 2004. "Foreign exchange rate exposure of US multinational corporations: a firm-specific approach," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 261-281, July.
  2. Muller, Aline & Verschoor, Willem F.C., 2006. "Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 495-518, October.
  3. Prabhath Jayasinghe & Albert K. Tsui, 2007. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors," SCAPE Policy Research Working Paper Series 0710, National University of Singapore, Department of Economics, SCAPE.
  4. Tong, Hui & Wei, Shang-Jin, 2009. "The Misfortune of Non-financial Firms in a Financial Crisis: Disentangling Finance and Demand Shocks," CEPR Discussion Papers 7208, C.E.P.R. Discussion Papers.
  5. Tastan, Hüseyin, 2006. "Estimating time-varying conditional correlations between stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 445-458.
  6. 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.
  7. Kathryn M.E Dominguez & Linda L. Tesar, 2000. "Trade and Exposure," Working Papers 466, Research Seminar in International Economics, University of Michigan.
  8. 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.
  9. Muller, Aline & Verschoor, Willem F.C., 2007. "Trade and exposure of Eastern European multinationals," Emerging Markets Review, Elsevier, vol. 8(3), pages 218-229, September.
  10. Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Center for International Economics, Working Paper Series qt6z74b3x7, Center for International Economics, UC Santa Cruz.
  11. Arturo Bris & Yrjo Juhani Koskinen & Vicente Pascual Pons-Sanz, 2001. "Corporate Financial Policies and Performance Around Currency Crises," Yale School of Management Working Papers ysm238, Yale School of Management.
  12. Du, Ding & Hu, Ou & Wu, Hong, 2014. "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 47-61.
  13. Lestano, Lestano, 2015. "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper 64357, University Library of Munich, Germany.
  14. Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013. "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1706-1719.
  15. Parsley, David C. & Popper, Helen A., 2006. "Exchange rate pegs and foreign exchange exposure in East and South East Asia," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 992-1009, October.
  16. 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.
  17. Bartram, Sohnke M. & Bodnar, Gordon M., 2006. "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper 13064, University Library of Munich, Germany, revised 02 Nov 2008.
  18. Uluc Aysun & Melanie Guldi, 2009. "Exchange rate exposure: A nonparametric approach," Working papers 2009-18, University of Connecticut, Department of Economics.
  19. Jesús Muñoz & P. Nicholas Snowden, 2006. "Floating without flotations-the exchange rate and the Mexican stock market: 1995-2001," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(3), pages 299-318.
  20. 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.
  21. Streit, Daniel, 2016. "Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 289-312.
  22. 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.
  23. Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015. "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, vol. 22(C), pages 96-125.
  24. Hui Tong & Shang-Jin Wei, 2008. "Real Effects of the Subprime Mortgage Crisis; Is it a Demand or a Finance Shock?," IMF Working Papers 08/186, International Monetary Fund.
  25. Uluc Aysun & Melanie Guldi, 2011. "Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(6), pages 46-67, November.
  26. Abdul Rashid, 2010. "The Economic Exchange Rate Exposure: Evidence for a Small Open Economy," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 46-58, November.
  27. Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2295-2310, September.
  28. Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
  29. Mun, Kyung-Chun & Emir Morgan, George, 2003. "Bank foreign exchange and interest rate risk management: simultaneous versus separate hedging strategies," Journal of Financial Intermediation, Elsevier, vol. 12(3), pages 277-297, July.
  30. Felipe Morandé L. & Matías Tapia G., 2002. "Exchange Rate Policy in Chile: the Abandonment of the Band and the Floating Experience," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 67-94, December.
  31. Elettra PALAZZESI & Andrea COVELLI & Giovanni CASCIELLO, 2014. "On The Volatility As A Determinant Of The Financial Crisis," Curentul Juridic, The Juridical Current, Le Courant Juridique, Petru Maior University, Faculty of Economics Law and Administrative Sciences and Pro Iure Foundation, vol. 57, pages 101-109, June.
  32. 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.
  33. repec:dgr:rugsom:14029-eef is not listed on IDEAS
  34. 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.
  35. Muller, Aline & Verschoor, Willem F.C., 2007. "Asian foreign exchange risk exposure," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 16-37, March.
  36. Kodongo, Odongo & Ojah, Kalu, 2014. "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 133-155.
  37. Dekle, Robert & Ryoo, Heajin, 2003. "Exchange Rate Fluctuations, Financing Constraints, Hedging, and Exports: Evidence from Firm Level Data," CEI Working Paper Series 2003-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  38. Doidge, Craig & Griffin, John & Williamson, Rohan, 2006. "Measuring the economic importance of exchange rate exposure," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 550-576, October.
  39. Bredin, Don & Hyde, Stuart, 2011. "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1128-1142, May.
  40. Lin, Chien-Hsiu, 2011. "Exchange rate exposure in the Asian emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 21(4), pages 224-238, October.
  41. Azher, Sara & Iqbal, Javed, 2016. "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, vol. 43(C), pages 37-48.
  42. Dominguez, Kathryn M.E. & Tesar, Linda L., 2006. "Exchange rate exposure," Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
  43. Horst Entorf & Jochen Moebert & Katja Sonderhof, 2011. "The Foreign Exchange Rate Exposure of Nations," Open Economies Review, Springer, vol. 22(2), pages 339-353, April.
  44. 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.
  45. David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, EconWPA.
  46. Juan Carlos Cuestas & Bo Tang, 2015. "Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach," Working Papers 2015024, The University of Sheffield, Department of Economics.
  47. Korhonen Marko, 2015. "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal, De Gruyter, vol. 15(2), pages 241-256, July.
  48. Muller, A. & Verschoor, Willem F.C., 2008. "The Latin American exchange exposure of U.S. multinationals," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 112-130, April.
  49. repec:dau:papers:123456789/15237 is not listed on IDEAS
  50. 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.
  51. Kodongo, Odongo & Ojah, Kalu, 2014. "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper 56100, University Library of Munich, Germany.
  52. Bailey, Warren & Mao, Connie X. & Zhong, Rui, 2003. "Exchange rate regimes and stock return volatility: some evidence from Asia's silver era," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 557-584.
  53. Muller, Aline & Verschoor, Willem F.C., 2006. "Foreign exchange risk exposure: Survey and suggestions," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 385-410, October.
  54. Jongen, R. & Muller, A. & Verschoor, W.F.C., 2012. "Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 148-169.
  55. Ananda Jayawickrama & Tilak Abeysinghe, 2007. "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers 21925, East Asian Bureau of Economic Research.
  56. Francis, Bill B. & Hunter, Delroy M., 2004. "The impact of the euro on risk exposure of the world's major banking industries," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1011-1042.
  57. Jose M. Berrospide, 2008. "Exchange rates, optimal debt composition, and hedging in small open economies," Finance and Economics Discussion Series 2008-18, Board of Governors of the Federal Reserve System (U.S.).
  58. Chaieb, Ines & Mazzotta, Stefano, 2013. "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 781-808.
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