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Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms*
10 references·16 citing·44 second hop
Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms* (1990)Assessing Foreign Exchange Exposure: Theo…On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach (1986)On the Measurement of Operati…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…On the Use of the Multivariate Regression Model in Event Studies (1985)On the Use of the Multivariat…The Turn-of-the-Year in Canada (1984)The Turn-of-the-Year in CanadaThe Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects (1984)The Ex-Dividend Day Behavior …Shareholder Benefits from Corporate International Diversification (1984)Shareholder Benefits from Cor…Exposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…The Case for Corporate Management of Foreign Exchange Risk (1983)The Case for Corporate Manage…Multinational Financial Management. (1983)Multinational Financial Manag…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Foreign exchange rate exposure: evidence from Canada (2014)Foreign exchange rate exposur…The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies (2012)The foreign exchange exposure…Foreign currency derivative use and shareholder value (2012)Foreign currency derivative u…The exchange rate exposure of UK non‐financial companies (2007)The exchange rate exposure of…Foreign exchange risk exposure of listed companies in Ghana (2007)Foreign exchange risk exposur…Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms (2006)Asymmetric foreign exchange r…Exchange rate exposure among European firms: evidence from France, Germany and the UK (2005)Exchange rate exposure among …Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy (2003)Some insights into the foreig…Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil (2002)Exchange rate variability and…Economic exposure and debt financing choice (2001)Economic exposure and debt fi…Canadian chartered banks’ stock returns and exchange rate risk (2001)Canadian chartered banks’ sto…The DAX and the Dollar: The Economic Exchange Rate Exposure of German Corporations (2000)The DAX and the Dollar: The E…An analysis of asymmetry in foreign currency exposure of the Australian equities market (2000)An analysis of asymmetry in f…Exposure to currency risk by US multinational corporations (1999)Exposure to currency risk by …The Dollar Exposure of Japanese Companies (1998)The Dollar Exposure of Japane…Asymmetric corporate exposures to foreign exchange rate changes (1998)Asymmetric corporate exposure…Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Culture's Consequences: International Differences in Work-Related Values. (1983)Location Specificity and the Transferability of Downstream Assets to Foreign Subsidiaries (1997)Systematic Risk of the Multinational Corporation (1998)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)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)Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Size-related anomalies and stock return seasonality (1983)Additional Evidence on Integration in the Canadian Stock Market (1992)Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis (2002)Are Monthly Seasonals Real? A Three Century Perspective (2012)An Intertemporal Capital Asset Pricing Model (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)Marginal Stockholder Tax Rates and the Clientele Effect (1970)The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect (1982)Tax Reform and Ex-Dividend Day Behavior (1983)Dividend capture in NASDAQ stocks (1990)The ex-dividend-day behavior of stock prices: the case of Japan (1995)Taxes and dividends: The UK evidence (1996)Risk and return: The case of merging firms (1974)Special Information and Insider Trading (1974)Foundations of Finance. (1977)An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable (1986)MODELLING ABNORMAL RETURNS: A REVIEW ARTICLE (1992)Fast profits: Investor sentiment and stock returns during Ramadan (2011)A Model of Firm Valuation With Exchange Exposure (1986)The determinants of foreign exchange rate exposure: Evidence on Japanese firms (1998)Why hedge? Rationales for corporate hedging and value implications (2007)Foreign exchange risk exposure: Survey and suggestions (2005)Corporate cash flow and stock price exposures to foreign exchange rate risk (2007)Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure (2009)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Comparative Business Failures of Foreign-Controlled Firms in the United States (1991)The Exchange-Rate Risk Exposure of Asset Returns (1997)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 1983Multinational Financial Management.486 cited
  • 1984Shareholder Benefits from Corporate International Diversification382 cited
  • 1985On the Use of the Multivariate Regression Model in Event Studies350 cited
  • 1984The Turn-of-the-Year in Canada169 cited
  • 1984The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects143 cited
  • 1986On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach126 cited
  • 1983The Case for Corporate Management of Foreign Exchange Risk110 cited

Cited by

  • 1998Asymmetric corporate exposures to foreign exchange rate changes102 cited
  • 2000An analysis of asymmetry in foreign currency exposure of the Australian equities market102 cited
  • 2000The DAX and the Dollar: The Economic Exchange Rate Exposure of German Corporations91 cited
  • 2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms86 cited
  • 2012Foreign currency derivative use and shareholder value

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64 cited
  • 2001Canadian chartered banks’ stock returns and exchange rate risk44 cited
  • 1999Exposure to currency risk by US multinational corporations43 cited
  • 2007Foreign exchange risk exposure of listed companies in Ghana41 cited
  • 2001Economic exposure and debt financing choice40 cited
  • 2003Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy40 cited
  • 2007The exchange rate exposure of UK non‐financial companies36 cited
  • 2005Exchange rate exposure among European firms: evidence from France, Germany and the UK36 cited
  • 2002Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil36 cited
  • 1998The Dollar Exposure of Japanese Companies34 cited
  • 2012The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies33 cited
  • 2014Foreign exchange rate exposure: evidence from Canada33 cited