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A note on common methods used to estimate foreign exchange exposure
16 references·5 citing·35 second hop
A note on common methods used to estimate foreign exchange exposure (2004)A note on common methods used to estimate…Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)Exchange rate exposure, hedgi…Evidence on Corporate Hedging Policy (1996)Evidence on Corporate Hedging…The World Price of Foreign Exchange Risk (1995)The World Price of Foreign Ex…Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry (1995)Product Differentiation and O…Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)Firm Valuation, Earnings Expe…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Exposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Distributed Lag Between Capital Appropriations and Expenditures (1965)The Distributed Lag Between C…Exchange rate exposure at the firm and industry levels: Evidence from Turkey (2014)Exchange rate exposure at the…Institutional Development and Its Impact on the Performance Effect of Bank Diversification: Evidence from Transition Economies (2011)Institutional Development and…Exchange rate risk in the US stock market (2011)Exchange rate risk in the US …The foreign exchange exposure of Chinese banks (2009)The foreign exchange exposure…Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects (2007)Stock return exposure to exch…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)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)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)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)The impact of monetary policy on bank balance sheets (1995)Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MIDAS Regressions: Further Results and New Directions (2007)Loan growth and riskiness of banks (2010)How Large and Long-lasting Are the Persuasive Effects of Televised Campaign Ads? Results from a Randomized Field Experiment (2011)Testing for a unit root in panels with dynamic factors (2004)Robust performance hypothesis testing with the Sharpe ratio (2008)Testing slope homogeneity in large panels with serial correlation (2013)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1965The Distributed Lag Between Capital Appropriations and Expenditures1,133 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 2001Exchange rate exposure, hedging, and the use of foreign currency derivatives948 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 1995The World Price of Foreign Exchange Risk765 cited
  • 1994Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect751 cited
  • 1995Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry705 cited
  • 1996

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Evidence on Corporate Hedging Policy
689 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • Cited by

    • 2009The foreign exchange exposure of Chinese banks37 cited
    • 2011Exchange rate risk in the US stock market36 cited
    • 2011Institutional Development and Its Impact on the Performance Effect of Bank Diversification: Evidence from Transition Economies29 cited
    • 2007Stock return exposure to exchange rate risk: A perspective from delayed reactions and hedging effects25 cited
    • 2014Exchange rate exposure at the firm and industry levels: Evidence from Turkey22 cited