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Exchange rate exposure for exporting and domestic firms in central and Eastern Europe
16 references·0 citing·41 second hop
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe (2021)Exchange rate exposure for exporting and …Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2011)Asset Fire Sales and Purchase…Home Bias in Global Bond and Equity Markets: The Role of Real Exchange Rate Volatility (2006)Home Bias in Global Bond and …Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters (2003)Currency Mismatches, Debt Int…International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns (2001)International Competition and…Exchange Rate Exposure (2001)Exchange Rate ExposureA bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…The Foreign Exchange Exposure of Japanese Multinational Corporations (1998)The Foreign Exchange Exposure…International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns (1997)International Competition and…Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals (1995)Exchange Risk Sensitivity and…Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)Firm Valuation, Earnings Expe…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…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…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…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)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)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)An Empirical Evaluation of Accounting Income Numbers (1968)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Economic Links and Predictable Returns (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Empirical exchange rate models of the seventies (1983)Exchange Rates, Equity Prices, and Capital Flows (2005)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)Trade, Firms, and Wages: Theory and Evidence (2008)The Determinants of Firms' Hedging Policies (1985)Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups (1991)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Exchange-Rate Hedging: Financial versus Operational Strategies (2001)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

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1984Exposure to Currency Risk: Definition and Measurement792 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 1994Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect751 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • 1998The Foreign Exchange Exposure of Japanese Multinational Corporations603 cited
  • 2001Exchange Rate Exposure523 cited
  • 2003Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters457 cited
  • 2011Asset Fire Sales and Purchases and the International Transmission of Funding Shocks438 cited
  • 1995Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals386 cited
  • 2001International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns363 cited

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  • 2006Home Bias in Global Bond and Equity Markets: The Role of Real Exchange Rate Volatility360 cited
  • 1997International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns329 cited
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