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Citations for "The Exchange-Rate Exposure of U.S. Multinationals"

by Jorion, Philippe

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  1. Jose Campa & Linda S. Goldberg, 1993. "Investment in Manufacturing, Exchange-Rates and External Exposure," NBER Working Papers 4378, National Bureau of Economic Research, Inc.
  2. Rolseth, Lars, 1998. "Adjusting Stock Market Values to Exchange Rate Exposure: The Case of ASTRA, SCA and STORA," Working Papers in Economics 6, University of Gothenburg, Department of Economics.
  3. 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.
  4. Brian Lucey & Britta Berghöfer, 2013. "Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry," The Institute for International Integration Studies Discussion Paper Series iiisdp433, IIIS.
  5. 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.
  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. Kim, Ki-ho, 2003. "Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model," Review of Financial Economics, Elsevier, vol. 12(3), pages 301-313.
  8. Söhnke M. Bartram & Gordon M. Bodnar, 2007. "The exchange rate exposure puzzle," Managerial Finance, Emerald Group Publishing, vol. 33(9), pages 642-666.
  9. Lel, Ugur, 2012. "Currency hedging and corporate governance: A cross-country analysis," Journal of Corporate Finance, Elsevier, vol. 18(2), pages 221-237.
  10. Priestley, Richard & Odegaard, Bernt Arne, 2007. "Linear and nonlinear exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1016-1037, October.
  11. Eli Bartov & Gordon M. Bodnar & Aditya Kaul, 1995. "Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System," NBER Working Papers 5323, National Bureau of Economic Research, Inc.
  12. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," SSE/EFI Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003.
  13. Nguyen, Hoa & Faff, Robert & Marshall, Andrew, 2007. "Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 563-577.
  14. Bodnar, G.M. & Dumas, B. & Marston, R.C., 1998. "Pass-Through and Exposure," Weiss Center Working Papers 98-01, Wharton School - Weiss Center for International Financial Research.
  15. Chu-Sheng Tai & Alexander J. Brehm, 2011. "How important is global industry shock in explaining the relative performance of global industries?," Managerial Finance, Emerald Group Publishing, vol. 37(5), pages 474-481, May.
  16. 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.).
  17. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011. "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
  18. Uluc Aysun & Melanie Guldi, 2009. "Exchange rate exposure: A nonparametric approach," Working papers 2009-18, University of Connecticut, Department of Economics.
  19. Sadýk Cukur & Yusuf Volkan Topuz, 2005. "Exchange Rate Exposure: An Empirical Application for Textile Industry on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(30), pages 19-30.
  20. Fatemi, Ali M. & Tavakkol, Amir & Dukas, Stephen P., 1996. "Foreign exchange exposure and the pricing of exchange rate risk," Global Finance Journal, Elsevier, vol. 7(2), pages 169-189.
  21. 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.
  22. Friberg, Richard & Nydahl, Stefan, 1997. "Openness and the exchange rate exposure of national stock markets - a note," SSE/EFI Working Paper Series in Economics and Finance 195, Stockholm School of Economics.
  23. Entorf, Horst & Jamin, Gösta, 2000. "German stock returns: The dance with the dollar," W.E.P. - Würzburg Economic Papers 19, University of Würzburg, Chair for Monetary Policy and International Economics.
  24. Shin, Hyun-Han & Soenen, Luc, 1999. "Exposure to currency risk by US multinational corporations," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 195-207, March.
  25. Yip, Wing Hung & Nguyen, Hoa, 2012. "Exchange rate exposure and the use of foreign currency derivatives in the Australian resources sector," Journal of Multinational Financial Management, Elsevier, vol. 22(4), pages 151-167.
  26. Ihrig, Jane & Prior, David, 2005. "The effect of exchange rate fluctuations on multinationals' returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 273-286, July.
  27. Yrjo Juhani Koskinen & Arturo Bris, 2001. "Corporate Financial Policies and Performance Prior to Currency Crises," Yale School of Management Working Papers ysm187, Yale School of Management.
  28. Richard M. Levich & Lee R. Thomas, 1993. "Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management," NBER Working Papers 4340, National Bureau of Economic Research, Inc.
  29. Penttinen, Aku, 2000. "Devaluation-risk-related peso problems in stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 181-197, June.
  30. Stavarek, Daniel, 2004. "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions," MPRA Paper 7297, University Library of Munich, Germany.
  31. 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.).
  32. Manish Kumar, 2009. "A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates," Economics Bulletin, AccessEcon, vol. 29(4), pages 2884-2895.
  33. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine M. Worzala, 2005. "Hedging Private International Real Estate," Real Estate & Planning Working Papers rep-wp2005-01, Henley Business School, Reading University.
  34. Bartram, Sohnke M., 2004. "Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 673-699, June.
  35. Dominguez, K., 1997. "The Dollar Exposure of Japanese Companies," Working Papers 414, Research Seminar in International Economics, University of Michigan.
  36. 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.
  37. Benson, Karen L. & Faff, Robert W., 2003. "Exchange rate sensitivity of Australian international equity funds," Global Finance Journal, Elsevier, vol. 14(1), pages 95-120, May.
  38. Stuart Hyde, 2007. "The response of industry stock returns to market, exchange rate and interest rate risks," Managerial Finance, Emerald Group Publishing, vol. 33(9), pages 693-709.
  39. David Ling & Andy Naranjo & Michael Ryngaert, 2012. "Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 184-202, January.
  40. Jimmy Melo, 2014. "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 27-62, May.
  41. Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999. "Exchange Rate Uncertainty and Firm Profitability," Boston College Working Papers in Economics 422, Boston College Department of Economics, revised 16 Feb 2000.
  42. Goldberg, Lawrence G. & Sweeney, Richard J. & Wihlborg, Clas G., 2007. "Evaluating the Nordea experiment: Evidence from market and accounting data," Journal of Banking & Finance, Elsevier, vol. 31(4), pages 1265-1286, April.
  43. Zhao, Hua, 2010. "Dynamic relationship between exchange rate and stock price: Evidence from China," Research in International Business and Finance, Elsevier, vol. 24(2), pages 103-112, June.
  44. Friberg, Richard & Huse, Cristian, 2012. "How to use demand systems to evaluate risky projects, with an application to automobile production," MPRA Paper 48906, University Library of Munich, Germany.
  45. Dan Galai & Zvi Wiener, 2012. "Credit Risk Spreads in Local and Foreign Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 883-901, 08.
  46. repec:dgr:uvatin:2099023 is not listed on IDEAS
  47. Nikolaos SARIANNIDIS & Grigoris GIANNARAKIS & Nicolaos LITINAS & George KONTEOS, 2010. "Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 129-142.
  48. Nguyen, Hoa & Faff, Robert, 2006. "Foreign debt and financial hedging: Evidence from Australia," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 184-201.
  49. Dominguez, Kathryn M.E. & Tesar, Linda L., 2006. "Exchange rate exposure," Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
  50. Venkatachalam, Mohan & Linsmeier, Thomas J. & Thornton, Daniel B. & Welker, Michael, 2000. "Do SEC Disclosures Reduce Investors' Disagreements about Firms' Exposures To Market Risk?: A Trading Volume Analysis," Research Papers 1640, Stanford University, Graduate School of Business.
  51. 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.
  52. Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014. "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 79-94.
  53. 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.
  54. Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza, 2004. "Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants," Working Papers 2004.71, Fondazione Eni Enrico Mattei.
  55. 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.
  56. Du, Ding & Hu, Ou, 2012. "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 137-150.
  57. Martin, Anna D. & Mauer, Laurence J., 2004. "Scale economies in hedging foreign exchange cash flow exposures," Global Finance Journal, Elsevier, vol. 15(1), pages 17-27.
  58. repec:dgr:uvatin:1999023 is not listed on IDEAS
  59. Hagelin, Niclas & Pramborg, Bengt, 2005. "Foreign exchange exposure, risk management, and quarterly earnings announcements," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 15-30, February.
  60. Patnaik, Ila & Shah, Ajay, 2010. "Does the currency regime shape unhedged currency exposure?," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 760-769, September.
  61. 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.
  62. Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
  63. Di Iorio, Amalia & Faff, Robert, 2000. "An analysis of asymmetry in foreign currency exposure of the Australian equities market," Journal of Multinational Financial Management, Elsevier, vol. 10(2), pages 133-159, June.
  64. Chkir, Imed Eddine & Cosset, Jean-Claude, 2001. "Diversification strategy and capital structure of multinational corporations," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 17-37, February.
  65. Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin, 2004. "Valuation impact of currency crises: Evidence from the ADR market," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 411-432.
  66. Du, Ding & Hu, Ou & Wu, Hong, 2014. "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 47-61.
  67. Goswami, Gautam & Nam, Jouahn & Shrikhande, Milind M., 2004. "Why do global firms use currency swaps?: Theory and evidence," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 315-334.
  68. Koutmos, Gregory & Martin, Anna D., 2007. "Modeling time variation and asymmetry in foreign exchange exposure," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 61-74, February.
  69. Nazli Toraganli, 2010. "Exchange Rate Pass-Through and Exposure in the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(1), pages 47-69.
  70. 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.
  71. 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).
  72. Veith, Stefan & Werner, Jörg R. & Zimmermann, Jochen, 2009. "Capital market response to emission rights returns: Evidence from the European power sector," Energy Economics, Elsevier, vol. 31(4), pages 605-613, July.
  73. Venkatachalam, Mohan & Linsmeier, Thomas J. & Thornton, Daniel B. & Welker, Michael, 2001. "Do FRR 48 Disclosures Reduce Investors' Uncertainty and Diversity of Opinion about Firms' Market Risk Exposures?: A Trading Volume Analysis," Research Papers 1674, Stanford University, Graduate School of Business.
  74. Halil Ibrahim Bulut, 2005. "Mudaraba-Venture Capital Closed-end Mutual Funds and Mudaraba-Venture Capital Open-end Mutual Funds," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(30), pages 31-58.
  75. Tai, Chu-Sheng, 2005. "Asymmetric currency exposure of US bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 455-472, October.
  76. Dirk G Baur & Isaac Miyakawa, 2012. "No Puzzle: The Foreign Exchange Exposure of Australian Firms," Working Paper Series 168, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  77. Sadorsky, Perry & Henriques, Irene, 2001. "Multifactor risk and the stock returns of Canadian paper and forest products companies," Forest Policy and Economics, Elsevier, vol. 3(3-4), pages 199-208, November.
  78. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 411-442, September.
  79. Alaganar, V.T. & Bhar, Ramaprasad, 2007. "Empirical properties of currency risk in country index portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 159-174, March.
  80. Elliott, William B. & Huffman, Stephen P. & Makar, Stephen D., 2003. "Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk?," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 123-139, April.
  81. Chue, Timothy K. & Cook, David, 2008. "Emerging market exchange rate exposure," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1349-1362, July.
  82. Hsu, Chih-Chiang & Yau, Ruey & Wu, Jyun-Yi, 2009. "Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 57-69, June.
  83. 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.
  84. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
  85. Anderson, Brian P. & Makar, Stephen D. & Huffman, Stephen H., 2004. "Exchange rate exposure and foreign exchange derivatives: do ineffective hedgers modify future derivatives use?," Research in International Business and Finance, Elsevier, vol. 18(2), pages 205-216, June.
  86. Kristin J. Forbes, 2002. "How Do Large Depreciations Affect Firm Performance?," NBER Working Papers 9095, National Bureau of Economic Research, Inc.
  87. Haushalter, G. David & Heron, Randall A. & Lie, Erik, 2002. "Price uncertainty and corporate value," Journal of Corporate Finance, Elsevier, vol. 8(3), pages 271-286, July.
  88. Ahmed A. El-Masry, 2004. "The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis," International Finance 0401001, EconWPA.
  89. David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, EconWPA.
  90. Uluc Aysun, 2006. "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers 2006-28, University of Connecticut, Department of Economics.
  91. 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.
  92. Makar, Stephen D. & Huffman, Stephen P., 2001. "Foreign exchange derivatives, exchange rate changes, and the value of the firm: U.S. multinationals' use of short-term financial instruments to manage currency risk," Journal of Economics and Business, Elsevier, vol. 53(4), pages 421-437.
  93. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  94. 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.
  95. Arturo Bris & Yrj� Koskinen & Vicente Pons, 2004. "Corporate Financial Policies and Performance around Currency Crises," The Journal of Business, University of Chicago Press, vol. 77(4), pages 749-796, October.
  96. Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "A Re-Examination of Exchange Rate Exposure," NBER Working Papers 8128, National Bureau of Economic Research, Inc.
  97. 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.
  98. 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.
  99. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania.
  100. Ülkü, Numan & Demirci, Ebru, 2012. "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 55-86.
  101. Loderer, Claudio & Pichler, Karl, 2000. "Firms, do you know your currency risk exposure? Survey results," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 317-344, November.
  102. Bartram, Söhnke M., 2007. "Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk," MPRA Paper 6662, University Library of Munich, Germany.
  103. Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R., 2005. "A primer on the exposure of non-financial corporations to foreign exchange rate risk," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 394-413, October.
  104. Elena Fedorova & Mika Vaihekoski, 2009. "Global and Local Sources of Risk in Eastern European Emerging Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(1), pages 2-19, January.
  105. De Moor, Lieven & Sercu, Piet, 2011. "The Smallest Firm Effect: an International Study," Working Papers 2011/18, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  106. 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.
  107. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
  108. Chu-Sheng Tai, 2010. "Foreign exchange risk and risk exposure in the Japanese stock market," Managerial Finance, Emerald Group Publishing, vol. 36(6), pages 511-524, June.
  109. 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.
  110. Hong, Gwangheon & Sarkar, Sudipto, 2008. "Commodity betas with mean reverting output prices," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1286-1296, July.
  111. Reid W. Click & Paul Harrison, 2000. "Does multinationality matter? Evidence of value destruction in U.S. multinational corporations," Finance and Economics Discussion Series 2000-21, Board of Governors of the Federal Reserve System (U.S.).
  112. Bartram, Sohnke M. & Karolyi, G. Andrew, 2006. "The impact of the introduction of the Euro on foreign exchange rate risk exposures," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 519-549, October.
  113. Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2007. "The foreign exchange rate rate exposure of nations," ZEW Discussion Papers 07-005, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  114. Addae-Dapaah, Kwame & Tan Yong Hwee, Wilfred, 2009. "The unsung impact of currency risk on the performance of international real property investment," Review of Financial Economics, Elsevier, vol. 18(1), pages 56-65, January.
  115. 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.
  116. Chen Kuo, 2013. "Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1923-1941, June.
  117. Dhasmana, Anubha, 2013. "Operational Currency Mismatch and Firm Level Performance: Evidence from India," MPRA Paper 47935, University Library of Munich, Germany.
  118. Gamini Premaratne & Prabhath Jayasinghe, 2005. "Exchange rate exposure of stock returns at firm level," International Finance 0503004, EconWPA.
  119. Du, Ding & Hu, Ou, 2012. "Foreign exchange volatility and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1202-1216.
  120. 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.
  121. Kiymaz, Halil, 2003. "Estimation of foreign exchange exposure: an emerging market application," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 71-84, February.
  122. Abdullah M. Noman & Sarkar Humayun Kabir & Omar K.M.R. Bashar, 2012. "Causality between stock and foreign exchange markets in Bangladesh," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(3), pages 174-186, August.
  123. El-Sharif, Idris & Brown, Dick & Burton, Bruce & Nixon, Bill & Russell, Alex, 2005. "Evidence on the nature and extent of the relationship between oil prices and equity values in the UK," Energy Economics, Elsevier, vol. 27(6), pages 819-830, November.
  124. Liang, Youguo & Mougoue', Mbodja, 1996. "The pricing of foreign exchange risk: Evidence from ADRS," International Review of Economics & Finance, Elsevier, vol. 5(4), pages 377-385.
  125. David Parsley & Helen Popper, 2002. "Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia," Working Papers 172002, Hong Kong Institute for Monetary Research.
  126. Floden, Martin & Simbanegavi, Witness & Wilander, Fredrik, 2008. "When is a lower exchange rate pass-through associated with greater exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 124-139, February.
  127. Mun, Kyung-Chun, 2007. "Volatility and correlation in international stock markets and the role of exchange rate fluctuations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(1), pages 25-41, February.
  128. 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.
  129. 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.
  130. 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.
  131. Muller, Aline & Verschoor, Willem F.C., 2009. "The effect of exchange rate variability on US shareholder wealth," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1963-1972, November.
  132. Berghöfer, Britta & Lucey, Brian, 2014. "Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 124-139.
  133. Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 5787, University Library of Munich, Germany.
  134. John M. Griffin & Rene M. Stulz, 1997. "International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns," NBER Working Papers 6243, National Bureau of Economic Research, Inc.
  135. Sadorsky, Perry, 2001. "Risk factors in stock returns of Canadian oil and gas companies," Energy Economics, Elsevier, vol. 23(1), pages 17-28, January.
  136. Hutson, Elaine & Laing, Elaine, 2014. "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 97-113.
  137. Kim, Young Sang & Mathur, Ike & Nam, Jouahn, 2006. "Is operational hedging a substitute for or a complement to financial hedging?," Journal of Corporate Finance, Elsevier, vol. 12(4), pages 834-853, September.
  138. Fang, Hsing & Loo, Jean C. H., 2002. "Pricing of American Depositary Receipts under Market Segmentation," Global Finance Journal, Elsevier, vol. 13(2), pages 237-252.
  139. Entorf, Horst & Jamin, Gösta, 2002. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics 18198, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  140. 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.
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