Pass-through and exposure

Journal of Finance

Volumn 57, Issue 1, 2002, Pages 199-231

  Bodnar, Gordon M ^a   Dumas, Bernard ^a   Marston, Richard C ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0043175219     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00420     Document Type: Article

References (34)

1. 1990 Input-Output Tables for Japan: Summary in English, March 1995 (Management and Coordination Agency, Government of Japan).
2. Adler, Michael, and Bernard Dumas, 1984, Exposure to currency risk: Definition and measurement, Financial Management 13, 41-50.
3. Allayannis, George, and Jane Ihrig, 2001, Exposure and markups, The Review of Financial Studies 14, 805-835.
4. Bodnar, Gordon M., and William M. Gentry, 1993, Exchange rate exposure and industry characteristics: Evidence from Canada, Japan, and the USA, Journal of International Money and Finance 12, 29-45.
5. Bresnahan, Timothy F., 1987, Competition and collusion in the American automobile industry: The 1955 price war, Journal of Industrial Economics 35, 457-482.
6. Campa, Jose, and Linda S. Goldberg, 1999, Investment, pass-through and exchange rates: A cross-country comparison, International Economic Review 40, 287-314.
7. Dixit, Avinash, and Joseph Stiglitz, 1977, Monopolistic competition and optimum product diversity, American Economic Review 67, 297-308.
8. Dornbusch, Rudiger, 1987, Exchange rates and prices, American Economic Review 77, 93-106.
9. Feenstra, Robert C., 1987, Symmetric pass-though of tariffs and exchange rates under imperfect competition: An empirical test, Journal of International Economics 27, 25-45.
10. Feenstra, Robert C., Joseph E. Gagnon, and Michael M. Knetter, 1996, Market share and exchange rate pass-through in world automobile trade, Journal of International Economics 40, 187-207.
11. Flood, Eugene, Jr., and Donald R. Lessard, 1986, On the measurement of operating exposure to exchange rates: A conceptual approach, Financial Management 15, 25-37.
12. Froot, Kenneth A., and Paul Klemperer, 1989, Exchange rate pass-through when market share matters, American Economic Review 79, 637-654.
13. Gasmi, F., J. J. Laffont, and Q. Vuong, 1992, Econometric analysis of collusive behavior in a soft-drink market, Journal of Economics and Management Strategy 1, 277-231.
14. Goldberg, Pinelopi K., and Michael M. Knetter, 1997, Goods prices and exchange rates: What have we learned? Journal of Economic Literature 35, 1243-1272.
15. Griffin, John M., and René Stulz, 2001, International competition and exchange rate shocks: A cross-country industry analysis of stock returns, The Review of Financial Studies 14, 215-241.
16. He, Jia, and Lilian K. Ng, 1998, The foreign exchange exposure of Japanese multinational firms, Journal of Finance 53, 733-754.
17. Hekman, Christine, 1985, A financial model of foreign exchange exposure, Journal of International Business Studies 16, 83-99.
18. Japanese Company Handbook, various years, (Toyo Keizai, Tokyo Japan).
19. Jorion, Phillippe, 1990, The exchange-rate exposure of U.S. multinationals, Journal of Business 63, 331-345.
20. Knetter, Michael M., 1989, Price discrimination by U.S. and German exporters, American Economic Review 79, 198-210.
21. Knetter, Michael M., 1993, International comparisons of pricing-to-market behavior, American Economic Review 83, 473-486.
22. Krugman, Paul, 1987, Pricing to market when the exchange rate changes, in Swen W. Arndt and John D. Richardson, eds.: Real-Financial Linkages among Open Economies (MIT Press, Cambridge, MA).
23. Levi, Maurice D., 1994, Exchange rates and the valuation of firms, in Yakov Amihud and Richard M. Levich, eds.: Exchange Rates and Corporate Performance (Irwin, New York).
24. Mann, Catherine L., 1986, Prices, profit margins, and exchange rates, Federal Reserve Bulletin 72, 366-379.
25. Marston, Richard C., 1990, Pricing to market in Japanese manufacturing, Journal of International Economics 29, 217-236.
26. Marston, Richard C., 2001, The effects of industry structure on economic exposure, Journal of International Money and Finance 20, 149-164.
27. Ohno, Kenichi, 1989, Export pricing behavior of manufacturing: A U.S.-Japan comparison, International Monetary Fund Staff Papers 36, 550-579.
28. Shapiro, Alan C., 1975, Exchange rate changes, inflation, and the value of the multinational corporation, Journal of Finance 30, 485-502.
29. Slade, Margaret E., 1986, Conjectures, firm characteristics, and market structure, International Journal of Industrial Organization 4, 347-369.
30. Slade, Margaret E., 1995, Empirical games: The oligopoly case, Canadian Journal of Economics 28, 368-402.
31. Tirole, Jean, 1998, The Theory of Industrial Organization (MIT Press, Cambridge, MA).
32. Varian, Hal R., 1984, Microeconomic Analysis, 2nd ed. (Norton, New York).
33. Von Ungern-Sternberg, Thomas, and C.C. von Weizsacker, 1990, Strategic foreign exchange management, Journal of Industrial Economics 38, 381-395.
34. Yang, Jiawen, 1997, Exchange rate pass-through in U.S. manufacturing industries, Review of Economics and Statistics 79, 95-103.