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Asymmetric exchange rate exposure: theory and evidence

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References

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1989The Message in Daily Exchange Rates: A Conditional-Variance Tale

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647 cited

1990Pricing to market in Japanese manufacturing594 cited

Cited by

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2009Does multinationality matter? Implications of operational hedging for the exchange risk exposure87 cited
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2014Foreign exchange exposure and multinationality80 cited
2008Does exchange rate risk affect exports asymmetrically? Asian evidence73 cited
2012Foreign currency derivative use and shareholder value64 cited
2007Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia62 cited
2007Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors55 cited
2003First‐ and Second‐Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns49 cited
2011Exchange rate exposure in the Asian emerging markets47 cited
2004A note on common methods used to estimate foreign exchange exposure42 cited
2020The Effects of Financial and Operational Hedging on Company Value: The Case of Malaysian Multinationals42 cited
2006Modeling time variation and asymmetry in foreign exchange exposure39 cited