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Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure
16 references·1 citing·46 second hop
Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure (2011)Derivatives Market Activity in Emerging M…International Evidence on Financial Derivatives Usage (2009)International Evidence on Fin…Classifying exchange rate regimes: Deeds vs. words (2004)Classifying exchange rate reg…International Evidence on Financial Derivatives Usage (2003)International Evidence on Fin…Estimating Exchange Rate Exposures: Issues in Model Structure (2003)Estimating Exchange Rate Expo…Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)Exchange rate exposure, hedgi…Exchange Rate Exposure (2001)Exchange Rate ExposureClassifying Exchange Rate Regimes: Deeds vs. Words (2000)Classifying Exchange Rate Reg…Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey (1998)Derivatives Usage in Risk Man…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Operating Flexibility, Global…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Stock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Exposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods (1971)Some Statistical Models for L…Derivative markets in emerging economies: A survey (2015)Derivative markets in emergin…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Expectations and Exchange Rate Dynamics (1976)Global supply chain design: A literature review and critique (2005)Theory of rational option pricing (2005)Managing Across Borders: The Transnational Solution (2009)Supply chain risk management: a new methodology for a systematic literature review (2012)A general theory of springboard MNEs (2017)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Pricing of Exchange Rate Risk in the Stock Market (1991)Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)The Global Crisis and Equity Market Contagion (2014)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Determinants of Firms' Hedging Policies (1985)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)Expected stock returns and volatility (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predictable Stock Returns: The Role of Small Sample Bias (1993)Stock Prices, News, and Business Conditions (1993)Firm Size and Cyclical Variations in Stock Returns (2000)The Mirage of Fixed Exchange Rates (1995)Fear of Floating (2000)Fear of Floating (2002)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)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)A Comparison of Alternative Models for the Demand for Medical Care (1983)Using least squares and tobit in second stage DEA efficiency analyses (2008)Modeling Ordered Choices (2010)
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References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1971Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods1,626 cited
  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1994Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network1,131 cited
  • 2001Exchange rate exposure, hedging, and the use of foreign currency derivatives948 cited
  • 2004Classifying exchange rate regimes: Deeds vs. words812 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 1990Stock Returns and Real Activity: A Century of Evidence733 cited
  • 2001Exchange Rate Exposure523 cited
  • 2009International Evidence on Financial Derivatives Usage381 cited
  • 2003Estimating Exchange Rate Exposures: Issues in Model Structure317 cited
  • 2003International Evidence on Financial Derivatives Usage285 cited
  • 1998Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey

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283 cited
  • 2000Classifying Exchange Rate Regimes: Deeds vs. Words278 cited
  • Cited by

    • 2015Derivative markets in emerging economies: A survey29 cited