References

• 1983Empirical exchange rate models of the seventies4,115 cited
• 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
• 1993On the Determinants of Corporate Hedging1,260 cited
• 1997Why Firms Use Currency Derivatives1,172 cited
• 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
• 1965The Distributed Lag Between Capital Appropriations and Expenditures1,133 cited
• 2001The Use of Foreign Currency Derivatives and Firm Market Value1,060 cited
• 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
• 1995The World Price of Foreign Exchange Risk765 cited
• 1996Evidence on Corporate Hedging Policy689 cited
• 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
• 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
• 19981998 Wharton Survey of Financial Risk Management by US Non-Financial Firms552 cited
• 1993Earnings forecasting research: its implications for capital markets research522 cited
• 1998How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1