SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Management of Foreign Exchange Risk: A Review Article
12 references·12 citing·50 second hop
Management of Foreign Exchange Risk: A Review Article (1981)Management of Foreign Exchange Risk: A Re…Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings (1979)Currency Option Bonds, Puts a…The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates (1978)The Efficiency of the Market …Empirical Properties of Foreign Exchange Rates (1978)Empirical Properties of Forei…Sharing rules and equilibrium in an international capital market under uncertainty (1976)Sharing rules and equilibrium…The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The Random Behavior of Flexib…PURCHASING POWER PARITY AND BLACK-MARKET EXCHANGE RATES (1975)PURCHASING POWER PARITY AND B…EXCHANGE RATE CHANGES, INFLATION, AND THE VALUE OF THE MULTINATIONAL CORPORATION (1975)EXCHANGE RATE CHANGES, INFLAT…Session Topic: Capital Asset Pricing Models in an International Context (1974)Session Topic: Capital Asset …An equilibrium model of the international capital market (1974)An equilibrium model of the i…International Diversification of Investment Portfolios (1970)International Diversification…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems (1968)An Empirical Study of the For…Multinational enterprises’ risk mitigation strategies in emerging markets: A political coalition perspective (2019)Multinational enterprises’ ri…Managing Foreign Exchange Risk (2018)Managing Foreign Exchange RiskForeign direct investment in high-risk environments: an historical perspective (2013)Foreign direct investment in …Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms (2011)Using survey data to resolve …Foreign exchange exposure in emerging markets (2009)Foreign exchange exposure in …Risk, Trade, Recovery, and the Consideration of Real Options: The Imperative Coordination of Policy, Marketing, and Finance in the Wake of Catastrophe (2007)Risk, Trade, Recovery, and th…Transaction versus economic exposure: which has greater cash flow consequences? (2003)Transaction versus economic e…Exchange rate exposures of US banks: A cash flow-based methodology (2003)Exchange rate exposures of US…The Hedging of an Uncertain Future Foreign Currency Cash Flow (1991)The Hedging of an Uncertain F…Strategic management of exchange rate risks (1990)Strategic management of excha…Cash and Foreign Exchange Management: Theory and Corporate Practice In Three Countries (1989)Cash and Foreign Exchange Man…Optimal hedging of uncertain and long-term foreign exchange exposure (1985)Optimal hedging of uncertain …Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)The Distribution of Share Price Changes (1972)An examination of foreign exchange risk under fixed and floating rate regimes (1977)Spot rates, forward rates and exchange market efficiency (1977)Differences between foreign exchange rate regimes: The view from the tails (1992)Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t (2000)Statistical distributions and the identification of currency crises (2003)Théorie de la spéculation (1900)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)The behavior of intra-daily exchange rates (1985)International Relationship Marketing: Intellectual Foundations and Avenues for Further Research (2015)The Internationalization Process of the Firm—A Model of Knowledge Development and Increasing Foreign Market Commitments (1977)Scale and Scope (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Routledge Companion to the Makers of Global Business (2019)Export promotion programs, export capabilities, and risk management practices of internationalized SMEs (2020)When political instability devaluates home-host ties (2020)Foundations of Economic Analysis. (1948)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Theory of the Multinational Firm: Optimal Behavior under Different Tariff and Tax Rates (1971)Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system (1996)Firm Strategy and Economic Exposure to Foreign Exchange Rate Movements (1998)International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns (2001)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)International Listings and Stock Returns: Some Empirical Evidence (1988)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Chapter 15 The specification and influence of asset markets (1985)Some tests of international equity integration (1988)Modern Investment Management: An Equilibrium Approach (2003)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited
  • 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
  • 1975EXCHANGE RATE CHANGES, INFLATION, AND THE VALUE OF THE MULTINATIONAL CORPORATION253 cited
  • 1978The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates152 cited
  • 1975The Random Behavior of Flexible Exchange Rates: Implications for Forecasting145 cited
  • 1978Empirical Properties of Foreign Exchange Rates92 cited
  • 1979Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings75 cited
  • 1968An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems61 cited
  • 1975PURCHASING POWER PARITY AND BLACK-MARKET EXCHANGE RATES60 cited

Cited by

  • 2013Foreign direct investment in high-risk environments: an historical perspective81 cited
  • 2019Multinational enterprises’ risk mitigation strategies in emerging markets: A political coalition perspective

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

62 cited
  • 1991The Hedging of an Uncertain Future Foreign Currency Cash Flow58 cited
  • 2003Exchange rate exposures of US banks: A cash flow-based methodology57 cited
  • 2018Managing Foreign Exchange Risk45 cited
  • 1990Strategic management of exchange rate risks40 cited
  • 1985Optimal hedging of uncertain and long-term foreign exchange exposure38 cited
  • 2011Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms30 cited
  • 1989Cash and Foreign Exchange Management: Theory and Corporate Practice In Three Countries30 cited
  • 2003Transaction versus economic exposure: which has greater cash flow consequences?28 cited
  • 2009Foreign exchange exposure in emerging markets27 cited
  • 2007Risk, Trade, Recovery, and the Consideration of Real Options: The Imperative Coordination of Policy, Marketing, and Finance in the Wake of Catastrophe26 cited