-
1
-
-
0001839037
-
Exposure to currency risk: definition and measurement
-
Summer, -
-
Adler, M. and Dumas, B. (1984), “Exposure to currency risk: definition and measurement”, Financial Management, Vol. 13, Summer, pp. 41-50.
-
(1984)
Financial Management
, vol.13
, pp. 41-50
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
0003314564
-
Evidence on exchange rates and valuation of equity shares
-
Amihud, Y., Levich, R.M. and (Eds), Irwin Professional Publishing, New York, NY
-
Amihud, Y. (1994), “Evidence on exchange rates and valuation of equity shares”, in Amihud, Y. and Levich, R.M. (Eds), Exchange Rates and Corporate Performance, Irwin Professional Publishing, New York, NY.
-
(1994)
Exchange Rates and Corporate Performance
-
-
Amihud, Y.1
-
3
-
-
84993914912
-
Firm valuation, earnings expectations, and the exchange rate exposure effect
-
Bartov, E. and Bodnar, G.M. (1994), “Firm valuation, earnings expectations, and the exchange rate exposure effect”, Journal of Finance, Vol. 49, pp. 1755-85.
-
(1994)
Journal of Finance
, vol.49
, pp. 1755-1785
-
-
Bartov, E.1
Bodnar, G.M.2
-
4
-
-
0030242134
-
Exchange rate variability and the riskiness of US multinational firms: evidence from the breakdown
-
Bartov, E., Bodnar, G.M. and Kaul, A. (1996), “Exchange rate variability and the riskiness of US multinational firms: evidence from the breakdown”, Journal of Financial Economics, Vol. 42, pp. 105-32.
-
(1996)
Journal of Financial Economics
, vol.42
, pp. 105-132
-
-
Bartov, E.1
Bodnar, G.M.2
Kaul, A.3
-
5
-
-
4444285049
-
Valuation impact of currency crises: evidence from the ADR market
-
Bin, F.-S., Blenman, L.P. and Chen, D.H. (2004), “Valuation impact of currency crises: evidence from the ADR market”, International Review of Financial Analysis, Vol. 13, pp. 411-32.
-
(2004)
International Review of Financial Analysis
, vol.13
, pp. 411-432
-
-
Bin, F.-S.1
Blenman, L.P.2
Chen, D.H.3
-
6
-
-
38249006385
-
Exchange rate exposure and industry characteristics: evidence from Canada, Japan and the USA
-
Bodnar, G.M. and Gentry, W.M. (1993), “Exchange rate exposure and industry characteristics: evidence from Canada, Japan and the USA”, Journal of International Money and Finance, Vol. 12, pp. 29-45.
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 29-45
-
-
Bodnar, G.M.1
Gentry, W.M.2
-
7
-
-
0037355006
-
Estimating exchange rate exposures: issues in model structure
-
Spring, -
-
Bodnar, G.M. and Wong, M.H.F. (2003), “Estimating exchange rate exposures: issues in model structure”, Financial Management, Vol. 32, Spring, pp. 35-67.
-
(2003)
Financial Management
, vol.32
, pp. 35-67
-
-
Bodnar, G.M.1
Wong, M.H.F.2
-
8
-
-
34848900983
-
ARCH modeling in finance: a review of the theory and empirical evidence
-
Bollerslev, T., Chou, R. and Kroner, K.F. (1992), “ARCH modeling in finance: a review of the theory and empirical evidence”, Journal of Econometrics, Vol. 52, pp. 5-59.
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, R.2
Kroner, K.F.3
-
9
-
-
0036235949
-
The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market
-
Chang, Y., (2002), “The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market”, Journal of Multinational Financial Management, Vol. 12, pp. 223-38.
-
(2002)
Journal of Multinational Financial Management
, vol.12
, pp. 223-238
-
-
Chang, Y.1
-
10
-
-
0036791070
-
Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil
-
Chen, C.C. and So, R.W. (2002), “Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil”, Journal of Multinational Financial Management, Vol. 12, pp. 411-28.
-
(2002)
Journal of Multinational Financial Management
, vol.12
, pp. 411-428
-
-
Chen, C.C.1
So, R.W.2
-
11
-
-
0347973810
-
Exchange risk sensitivity and its determinants: a firm and industry analysis of US multinationals
-
Choi, J.J. and Prasad, A.M. (1995), “Exchange risk sensitivity and its determinants: a firm and industry analysis of US multinationals”, Financial Management, Vol. 24, pp. 77-88.
-
(1995)
Financial Management
, vol.24
, pp. 77-88
-
-
Choi, J.J.1
Prasad, A.M.2
-
12
-
-
0034116638
-
Competitive devaluations: toward a welfare-based approach
-
Corsetti, G., Pesenti, P., Roubini, N. and Tille, C. (2000), “Competitive devaluations: toward a welfare-based approach”, Journal of International Economics, Vol. 51, pp. 217-41.
-
(2000)
Journal of International Economics
, vol.51
, pp. 217-241
-
-
Corsetti, G.1
Pesenti, P.2
Roubini, N.3
Tille, C.4
-
13
-
-
34247883877
-
-
working paper, Duke University, Durham, NC
-
Dahlquist, M. and Robertsson, G. (2001), “Exchange rate exposure, risk premia, and firm characteristics”, working paper, Duke University, Durham, NC.
-
(2001)
Exchange rate exposure, risk premia, and firm characteristics
-
-
Dahlquist, M.1
Robertsson, G.2
-
15
-
-
0000887923
-
A re-examination of exchange rate exposure
-
Dominguez, K.M.E. and Tesar, L.L. (2001), “A re-examination of exchange rate exposure”, American Economic Review, Vol. 91, pp. 396-9.
-
(2001)
American Economic Review
, vol.91
, pp. 396-399
-
-
Dominguez, K.M.E.1
Tesar, L.L.2
-
16
-
-
0004098916
-
-
NBER working paper 5681, Cambridge, MA
-
Eichengreen, B., Rose, A. and Wyplosz, C. (1996), “Contagious currency crises”, NBER working paper No. 5681, Cambridge, MA.
-
(1996)
Contagious currency crises
-
-
Eichengreen, B.1
Rose, A.2
Wyplosz, C.3
-
17
-
-
2342569771
-
The Asian flu and Russian virus: the international transmission of crises in firm-level data
-
Forbes, K. (2004), “The Asian flu and Russian virus: the international transmission of crises in firm-level data”, Journal of International Economies, Vol. 63, pp. 59-92.
-
(2004)
Journal of International Economies
, vol.63
, pp. 59-92
-
-
Forbes, K.1
-
18
-
-
0003956340
-
-
NBER working paper 4335, Cambridge, MA
-
Frankel, J.A. and Wei, S.-J. (1994), “Trade blocs and currency blocs”, NBER working paper No. 4335, Cambridge, MA.
-
(1994)
Trade blocs and currency blocs
-
-
Frankel, J.A.1
Wei, S.-J.2
-
19
-
-
0032270783
-
Why are currency crises contagious? A comparison of the Latin America crisis of 1994-1995 and the Asian crisis of 1997-1998
-
Fratzser, M. (1998), “Why are currency crises contagious? A comparison of the Latin America crisis of 1994-1995 and the Asian crisis of 1997-1998”, Review of World Economics, Vol. 134, pp. 664-91.
-
(1998)
Review of World Economics
, vol.134
, pp. 664-691
-
-
Fratzser, M.1
-
20
-
-
0002649638
-
Contagious speculative attacks
-
Gerlach, S. and Smets, F. (1995), “Contagious speculative attacks”, European Journal of Political Economy, Vol. 11, pp. 45-63.
-
(1995)
European Journal of Political Economy
, vol.11
, pp. 45-63
-
-
Gerlach, S.1
Smets, F.2
-
21
-
-
0033173977
-
Contagion and trade: why are currency crises regional?
-
Glick, R. and Rose, A. (1999), “Contagion and trade: why are currency crises regional?”, Journal of International Money and Finance, Vol. 18, pp. 603-17.
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 603-617
-
-
Glick, R.1
Rose, A.2
-
22
-
-
0035578958
-
International competition and exchange rate shocks: a cross-country industry analysis of stock returns
-
Griffin, J.M. and Stulz, R.M. (2001), “International competition and exchange rate shocks: a cross-country industry analysis of stock returns”, Review of Financial Studies, Vol. 14, pp. 215-41.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 215-241
-
-
Griffin, J.M.1
Stulz, R.M.2
-
23
-
-
0039758370
-
The foreign exchange exposure of Japanese multinational corporations
-
He, J. and Ng, L. (1998), “The foreign exchange exposure of Japanese multinational corporations”, Journal of Finance, Vol. 53, pp. 733-53.
-
(1998)
Journal of Finance
, vol.53
, pp. 733-753
-
-
He, J.1
Ng, L.2
-
24
-
-
85015609116
-
The exchange rate exposure of US multinationals
-
Jorion, P. (1990), “The exchange rate exposure of US multinationals”, Journal of Business, Vol. 63, pp. 331-45.
-
(1990)
Journal of Business
, vol.63
, pp. 331-345
-
-
Jorion, P.1
-
25
-
-
0034083899
-
On crisis, contagion and confusion
-
Kaminsky, G. and Reinhart, C. (2000), “On crisis, contagion and confusion”, Journal of International Economics, Vol. 51, pp. 145-68.
-
(2000)
Journal of International Economics
, vol.51
, pp. 145-168
-
-
Kaminsky, G.1
Reinhart, C.2
-
26
-
-
33747371961
-
European foreign exchange risk exposure
-
Muller, A. and Verschoor, W.F.C. (2006), “European foreign exchange risk exposure”, European Financial Management, Vol. 12, pp. 195-220.
-
(2006)
European Financial Management
, vol.12
, pp. 195-220
-
-
Muller, A.1
Verschoor, W.F.C.2
-
27
-
-
33846849531
-
Asian foreign exchange risk exposure
-
Muller, A. and Verschoor, W.F.C. (2007a), “Asian foreign exchange risk exposure”, Journal of the Japanese and International Economies, Vol. 21, pp. 16-37.
-
(2007)
Journal of the Japanese and International Economies
, vol.21
, pp. 16-37
-
-
Muller, A.1
Verschoor, W.F.C.2
-
29
-
-
0000053795
-
Stochastic trends and jumps in EMS exchange rates
-
Nieuwland, F.G.M.C., Verschoor, W.F.C. and Wolf, C.C.P. (1994), “Stochastic trends and jumps in EMS exchange rates”, Journal of International Money and Finance, Vol. 13, pp. 699-727.
-
(1994)
Journal of International Money and Finance
, vol.13
, pp. 699-727
-
-
Nieuwland, F.G.M.C.1
Verschoor, W.F.C.2
Wolf, C.C.P.3
-
30
-
-
85015612683
-
Exchange rate effects on agricultural trade and trade relations”, Proceedings of the 5th Agricultural and Food Systems Information Workshop
-
Orden, D. (2000), “Exchange rate effects on agricultural trade and trade relations”, Proceedings of the 5th Agricultural and Food Systems Information Workshop, Policy Harmonization and Adjustment in the North American Agricultural and Food Industry, University of Guelph, Guelph, and Texas A&M University, College Station, TX.
-
(2000)
Policy Harmonization and Adjustment in the North American Agricultural and Food Industry, University of Guelph, Guelph, and Texas A&M University, College Station, TX
-
-
Orden, D.1
-
31
-
-
0038726990
-
The East Asian financial crisis: diagnosis, remedies, prospects
-
Radelet, S. and Sachs, J. (1998), “The East Asian financial crisis: diagnosis, remedies, prospects”, Brookings Papers on Economic Activity, Vol. 1, pp. 1-74.
-
(1998)
Brookings Papers on Economic Activity
, vol.1
, pp. 1-74
-
-
Radelet, S.1
Sachs, J.2
-
32
-
-
0036888470
-
Exchange rate volatility, trade and ‘fixing for life’ in Thailand
-
Rahmatsyah, T., Rajaguru, G. and Siregar, R.Y. (2002), “Exchange rate volatility, trade and ‘fixing for life’ in Thailand”, Japan and the World Economy, Vol. 14, pp. 445-70.
-
(2002)
Japan and the World Economy
, vol.14
, pp. 445-470
-
-
Rahmatsyah, T.1
Rajaguru, G.2
Siregar, R.Y.3
-
33
-
-
0035097372
-
Finance and the real economy: theoretical implications of the financial crisis in Asia
-
Webber, M. (2001), “Finance and the real economy: theoretical implications of the financial crisis in Asia”, Geoforum, Vol. 32, pp. 1-13.
-
(2001)
Geoforum
, vol.32
, pp. 1-13
-
-
Webber, M.1
-
35
-
-
0004329273
-
-
country report 99/86, International Monetary Fund, Washington, DC, August.
-
International Monetary Fund (1999), “Malaysia: selected issues”, country report no. 99/86, International Monetary Fund, Washington, DC, August.
-
(1999)
Malaysia: selected issues
-
-
-
36
-
-
0034953588
-
Sources of contagion: is it finance or trade?
-
Van Rijckeghem, C. and Weder, B. (2001), “Sources of contagion: is it finance or trade?”, Journal of International Economics, Vol. 54, pp. 293-308.
-
(2001)
Journal of International Economics
, vol.54
, pp. 293-308
-
-
Van Rijckeghem, C.1
Weder, B.2
|