SCOPUS 정보 검색 플랫폼

Volumn 9, Issue 2, 1999, Pages 195-207

Exposure to currency risk by US multinational corporations

Author keywords

Currency risk; Hedging; Multinational corporation

Indexed keywords

EID: 0033095323 PISSN: 1042444X EISSN: None Source Type: Journal
DOI: 10.1016/s1042-444x(98)00051-6 Document Type: Article

Times cited : (29)

References (12)

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2
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3
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4
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- Exchange rate exposure and industry characteristics: Evidence from Canada, Japan, and the USA
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- Bodnar, G.M.¹ Gentry, W.M.²

5
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- Assessing foreign exchange exposure: Theory and applications using Canadian firms
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- Booth, L.¹ Rotenberg, W.²

6
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- The exchange rate exposure of US and Japanese banking institutions
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- Chamberlain, S.¹ Howe, J.S.² Popper, H.³

7
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- Why firms use currency derivatives
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- Biases in arithmetic and geometric averages as estimates of long-run expected returns and risk premium
- Indro, D., Lee, W., 1997. Biases in arithmetic and geometric averages as estimates of long-run expected returns and risk premium. Financ. Manag. 26, 81-90.
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9
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- The exchange-rate exposure of US multinationals
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10
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- The pricing of exchange rate risk in the stock market
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- On the determinants of corporate hedging
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12
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- A heteroskedasty-consistent covariance matrix estimator and a direct test for heteroskedasticity
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- White, H.¹

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