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A Financial Model of Foreign Exchange Exposure

Citations

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Cited by:

  1. repec:dgr:rugccs:200602 is not listed on IDEAS
  2. He, Qing & Liang, Bailin & Liu, Junyi, 2024. "RMB internationalization and exchange rate exposure of Chinese listed firms," Journal of International Money and Finance, Elsevier, vol. 145(C).
  3. Christine Ries, 2001. "Enterprise risk management: Applications of economic modeling and information technology," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 2(2), pages 1-8, September.
  4. Goswami, Gautam & Shrikhande, Milind M., 2001. "Economic exposure and debt financing choice," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 39-58, February.
  5. Malik, Farooq, 2021. "Volatility spillover between exchange rate and stock returns under volatility shifts," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 605-613.
  6. Gordon M. Bodnar & M.H. Franco Wong, 2000. "Estimating Exchange Rate Exposures: Some "Weighty" Issues," NBER Working Papers 7497, National Bureau of Economic Research, Inc.
  7. 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.
  8. 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.
  9. Huang, Roger D. & Stoll, Hans R., 2001. "Exchange rates and firms' liquidity: evidence from ADRs," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 297-325, June.
  10. Suparna Nandy (Pal) & Arup Kr. Chattopadhyay, 2019. "‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2_suppl), pages 183-212, August.
  11. 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.
  12. Oxelheim, Lars, 2002. "The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?," Working Paper Series 571, Research Institute of Industrial Economics, revised 22 Aug 2007.
  13. Kuper, Gerard H. & Lestano, 2007. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," Journal of Asian Economics, Elsevier, vol. 18(4), pages 670-684, August.
  14. 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.
  15. 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.
  16. Oxelheim, Lars & Wihlborg, Clas, 1991. "Accounting for Macroeconomic Influences on the Firm," Working Paper Series 308, Research Institute of Industrial Economics.
  17. 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.
  18. Gordon M. Bodnar & Bernard Dumas & Richard C. Marston, 2002. "Pass‐through and Exposure," Journal of Finance, American Finance Association, vol. 57(1), pages 199-231, February.
  19. Bodnar, Gordan M. & Marston, Richard C., 2000. "A Simple Model of Foreign Exchange Exposure," Working Papers 00-3, University of Pennsylvania, Wharton School, Weiss Center.
  20. Williamson, Rohan, 2001. "Exchange rate exposure and competition: evidence from the automotive industry," Journal of Financial Economics, Elsevier, vol. 59(3), pages 441-475, March.
  21. 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.
  22. repec:dgr:rugsom:14029-eef is not listed on IDEAS
  23. He, Qing & Liang, Bailin & Zhang, Ce, 2026. "Does policy uncertainty affect firms' exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the ex," China Economic Review, Elsevier, vol. 95(C).
  24. Chen, Cherry C. & So, Raymond W., 2002. "Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 411-428.
  25. Richard C. Marston, 1996. "The Effects of Industry Structure on Economic Exposure," NBER Working Papers 5518, National Bureau of Economic Research, Inc.
  26. Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024. "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, vol. 142(C).
  27. repec:dau:papers:123456789/15237 is not listed on IDEAS
  28. Marston, Richard C., 2001. "The effects of industry structure on economic exposure," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 149-164, April.
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