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Foreign exchange exposure and impact of policy switch – the case of Malaysian listed firms
10 references·0 citing·47 second hop
Foreign exchange exposure and impact of policy switch – the case of Malaysian listed firms (2012)Foreign exchange exposure and impact of p…Dynamic correlation between stock prices and exchange rates (2011)Dynamic correlation between s…Emerging market exchange rate exposure (2007)Emerging market exchange rate…Exchange rate pegs and foreign exchange exposure in East and South East Asia (2006)Exchange rate pegs and foreig…Asian foreign exchange risk exposure (2006)Asian foreign exchange risk e…A Firm‐Specific Analysis of the Exchange‐Rate Exposure of Dutch Firms (2006)A Firm‐Specific Analysis of t…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Exchange rate exposure among European firms: evidence from France, Germany and the UK (2005)Exchange rate exposure among …Estimation of foreign exchange exposure: an emerging market application (2002)Estimation of foreign exchang…Exchange Rate Exposure (2001)Exchange Rate ExposureExposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…The Exchange-Rate Exposure of U.S. Multinationals (1990)Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)International evidence on the determinants of foreign exchange rate exposure of multinational corporations (2005)The Response of Industry Stock Returns to Market, Exchange Rate and Interest Rate Risk (2007)Exchange rate regimes and foreign exchange exposure: The case of emerging market firms (2014)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications (2011)Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries (2020)The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies (2022)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)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Investor Psychology and Security Market Under‐ and Overreactions (1998)The exchange rate exposure of UK non‐financial companies (2007)The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies (2012)The Impact of Exchange Rate Movements on Firm Value in Visegrad Countries (2017)On the Determinants of Corporate Hedging (1993)An Estimate of the Effect of Common Currencies on Trade and Income (2002)A Decomposition of Global Linkages in Financial Markets Over Time (2004)Resolving the exposure puzzle: The many facets of exchange rate exposure (2009)Offshore Activities and Financial vs Operational Hedging (2014)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)Capital market response to emission rights returns: Evidence from the European power sector (2009)Are firms hedging or speculating? The relationship between financial derivatives and firm risk (2010)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Does multinationality matter? Implications of operational hedging for the exchange risk exposure (2009)The use of financial derivatives and risks of U.S. bank holding companies (2014)Stock returns and interest rates around the World: A panel data approach (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Downside and upside risk spillovers between exchange rates and stock prices (2015)ARCH modeling in finance (1992)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Internal Determinants of Profitability in Turkish Banking Sector (2010)Corporate derivatives and foreign exchange risk management (2011)One money, one market: the effect of common currencies on trade (2000)Flight-to-Quality and Correlation between Currency and Stock Returns (2012)Exchange rate exposure and risk management: The case of Japanese exporting firms (2016)
this work references cited by second hop

References

  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 2001Exchange Rate Exposure523 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 2007Emerging market exchange rate exposure139 cited
  • 2002Estimation of foreign exchange exposure: an emerging market application121 cited
  • 2006Exchange rate pegs and foreign exchange exposure in East and South East Asia115 cited
  • 2006Asian foreign exchange risk exposure87 cited
  • 2006A Firm‐Specific Analysis of the Exchange‐Rate Exposure of Dutch Firms74 cited
  • 2011Dynamic correlation between stock prices and exchange rates51 cited
  • 2005Exchange rate exposure among European firms: evidence from France, Germany and the UK36 cited

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