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Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries
16 references·2 citing·41 second hop
Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries (2017)Asymmetric exchange rate exposure of stoc…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Firm Heterogeneity, Exporting and Foreign Direct Investment (2007)Firm Heterogeneity, Exporting…An empirical analysis of energy efficiency in China's iron and steel sector (2007)An empirical analysis of ener…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Exchange Rate Exposure (2001)Exchange Rate ExposureDynamic relationship between stock prices and exchange rates for G-7 countries (2001)Dynamic relationship between …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)ON THE DYNAMIC RELATION BETWE…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Exposure to Currency Risk: Definition and Measurement (1984)Exposure to Currency Risk: De…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies (2023)Cross-border capital flows an…Stock prices and exchange rate dynamics in Nigeria: An asymmetric perspective (2018)Stock prices and exchange rat…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Exceptional exporter performance: cause, effect, or both? (1999)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)Export Versus FDI with Heterogeneous Firms (2004)Financial factors and exporting decisions (2007)The Happy Few: The Internationalisation of European Firms (2008)R&D Investment, Exporting, and Productivity Dynamics (2011)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Pricing of Exchange Rate Risk in the Stock Market (1991)The Global Crisis and Equity Market Contagion (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)International Liquidity and Exchange Rate Dynamics * (2015)Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)The Use of Foreign Currency Derivatives and Firm Market Value (2001)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
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  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
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427 cited
  • 2007An empirical analysis of energy efficiency in China's iron and steel sector316 cited
  • Cited by

    • 2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies21 cited
    • 2018Stock prices and exchange rate dynamics in Nigeria: An asymmetric perspective15 cited