SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asymmetric currency exposure of US bank stock returns · Study

ArticleShelves

ArticleAsymmetric currency exposure of US bank stock returns

Chu‐Sheng Tai2005

OA

Articlegreen2005

Asymmetric currency exposure of US bank stock returns

Chu‐Sheng Tai

24 citations·0/0 files stored·Journal of Multinational Financial Management

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 24 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1995Multivariate Simultaneous Generalized ARCH 1992ARCH modeling in finance 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1990The Exchange-Rate Exposure of U.S. Multinationals 2001The Use of Foreign Currency Derivatives and Firm Market Value 2001Exchange rate exposure, hedging, and the use of foreign currency derivatives 1989Persistent Trade Effects of Large Exchange Rate Shocks

Cited by

2010Asymmetry and time variation in exchange rate exposure 2012Understanding Brazilian companies' foreign exchange exposure

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Asymmetric currency exposure and currency risk pricingarticle · 26 shared references 2003Asymmetric exchange rate exposure: theory and evidencearticle · 23 shared references 2010Asymmetry and time variation in exchange rate exposurearticle · 22 shared references 2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firmsarticle · 19 shared references 2005Foreign exchange risk exposure: Survey and suggestionsarticle · 18 shared references 2004A note on common methods used to estimate foreign exchange exposurearticle · 18 shared references

Details

Year2005

Typearticle

Published2005-06-30

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.mulfin.2005.04.002

openalex_workW2021745288

Links

Imported from OpenAlex (CC0) — nothing here is generated.