Higher moment exchange rate exposure of S&P500 firms
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DOI: 10.1016/j.najef.2017.08.010
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Cited by:
- Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Can skewness predict currency excess returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 628-641.
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Keywords
U.S. large-cap; FX risk; FX skewness; FX kurtosis; Panel data;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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