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The Time-Variation of the Exchange-Rate Exposure: An Industry Analysis
7 references·15 citing·45 second hop
The Time-Variation of the Exchange-Rate Exposure: An Industry Analysis (1998)The Time-Variation of the Exchange-Rate E…Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)Exchange rate exposure, hedgi…Corporate Incentives for Hedging and Hedge Accounting (1995)Corporate Incentives for Hedg…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…The Pricing of Exchange Rate Risk in the Stock Market (1991)The Pricing of Exchange Rate …The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Exposure to exchange-rate movements (1982)Exposure to exchange-rate mov…The Exposure of Long-Term Foreign Currency Bonds (1980)The Exposure of Long-Term For…Operational and financial hedging: Evidence from export and import behavior (2017)Operational and financial hed…Do managerial risk-taking incentives influence firms' exchange rate exposure? (2017)Do managerial risk-taking inc…New estimates of time-varying currency betas: A trivariate BEKK approach (2014)New estimates of time-varying…Foreign Exchange Exposure Elasticity and Financial Distress (2013)Foreign Exchange Exposure Ela…A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage (2013)A re-examination of exposure …Unconditional and conditional exchange rate exposure (2012)Unconditional and conditional…Exchange rate exposure: A nonparametric approach (2011)Exchange rate exposure: A non…Foreign exchange exposure of US tourism-related firms (2010)Foreign exchange exposure of …The Latin American exchange exposure of U.S. multinationals (2007)The Latin American exchange e…The Exchange Rate Exposure Puzzle (2005)The Exchange Rate Exposure Pu…Exchange rate exposure: A simple model (2004)Exchange rate exposure: A sim…Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy (2003)Some insights into the foreig…Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations (2002)Linear and Nonlinear Foreign …Explaining exchange rate risk in world stock markets: A panel approach (2002)Explaining exchange rate risk…Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations (2001)Firmwide Risk Management of F…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Determinants of Firms' Hedging Policies (1985)Corporate Conservatism and Relative Compensation (1995)The theory of financial intermediation (1997)Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (2006)The cost of capital, corporation finance and the theory of investment (2008)Earnings Management During Import Relief Investigations (1991)Performance matched discretionary accrual measures (2005)Triple bottom line accounting for optimizing natural gas sustainability: A statistical linear programming fuzzy ILOWA optimized sustainment model approach to reducing supply chain global cybersecurity vulnerability through information and communications technology (2016)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Profitability of Momentum Strategies in the International Equity Markets (2000)Are Financial Assets Priced Locally or Globally? (2002)Stock prices and exchange rate dynamics (2005)Business conditions and expected returns on stocks and bonds (1989)New Indexes of Coincident and Leading Economic Indicators (1989)The response of multinationals’ foreign exchange rate exposure to macroeconomic news (2019)Exchange rate exposure and its determinants in China (2020)Empirical exchange rate models of the seventies (1983)Exposure to Currency Risk: Definition and Measurement (1984)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Exchange Rate Exposure (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)Firm Strategy and Economic Exposure to Foreign Exchange Rate Movements (1998)Foreign Currency–Denominated Debt: An Empirical Examination* (2003)International Trade and the Forward Exchange Market (2016)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Foreign Exchange Exposure of Japanese Multinational Corporations (1998)Do Firms Hedge in Response to Tax Incentives? (2002)How much do firms hedge with derivatives? (2003)An aggregation theorem for securities markets (1974)The Valuation of Uncertain Income Streams and the Pricing of Options (1976)CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS (1977)Exchange risk surprises in international portfolios (1986)On the Inverse of the Covariance Matrix in Portfolio Analysis (1998)Exchange Rate Exposure at the Firm and Industry Level (2003)ARCH modeling in finance (1992)The Purchasing Power Parity Puzzle (1996)Volatility and correlation in international stock markets and the role of exchange rate fluctuations (2005)Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors (2007)Dynamics of the impact of currency fluctuations on stock markets in India: Assessing the pricing of exchange rate risks (2018)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)The Use of Foreign Currency Derivatives and Firm Market Value (2001)
this work references cited by second hop

References

  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 2001Exchange rate exposure, hedging, and the use of foreign currency derivatives948 cited
  • 1995Corporate Incentives for Hedging and Hedge Accounting762 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
  • 1982Exposure to exchange-rate movements203 cited
  • 1980The Exposure of Long-Term Foreign Currency Bonds83 cited

Cited by

  • 2002Explaining exchange rate risk in world stock markets: A panel approach64 cited
  • 2012Unconditional and conditional exchange rate exposure56 cited
  • 2013A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage49 cited
  • 2013Foreign Exchange Exposure Elasticity and Financial Distress47 cited
  • 2004Exchange rate exposure: A simple model46 cited
  • 2002Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations42 cited
  • 2003Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy40 cited
  • 2010

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Foreign exchange exposure of US tourism-related firms
38 cited
  • 2017Do managerial risk-taking incentives influence firms' exchange rate exposure?37 cited
  • 2001Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations36 cited
  • 2017Operational and financial hedging: Evidence from export and import behavior29 cited
  • 2011Exchange rate exposure: A nonparametric approach27 cited
  • 2014New estimates of time-varying currency betas: A trivariate BEKK approach27 cited
  • 2007The Latin American exchange exposure of U.S. multinationals25 cited
  • 2005The Exchange Rate Exposure Puzzle21 cited