Does exchange rate risk affect exports asymmetrically? Asian evidence

Journal of International Money and Finance

Volumn 28, Issue 2, 2009, Pages 215-239

  Fang, WenShwo ^a   Lai, YiHao ^b   Miller, Stephen M ^c  

^a FENG CHIA UNIVERSITY   (Taiwan)

^b DA YEH UNIVERSITY   (Taiwan)

^c UNIVERSITY OF NEVADA   (United States)

Author keywords

Asymmetric hedging; DCC bivariate GARCH M model; Exchange rate risk; Exports

Indexed keywords

EID: 60449120308     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2008.11.002     Document Type: Article

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